I don't need references because I've proven you incorrect with my own resources. The longer the measurement span, the larger the variance and the standard deviation and the LESS accurate of a representation is the average. Your contention that more data makes for increased accuracy only works if you're attempting to measure a static value. You've admitted so yourself.
You ought to learn to control your temper. And I appreciate the offer, but I really have no need of any of your 'tutoring'.
You screwed up the concept of "stationary mean" and distorted it into me saying "static value".. which I did not. No points. Penalty for the foul. You still on the THIRD TRY aren't getting that point or most of the OTHER POINTS, but you sure are confident that you are "winning". But you're not..
What references are those? You are incorrect. The POPULATION Variance is an non-varying number. By looking at only SOME of the data -- which is all scientists ever generally do --- you will get BETTER estimates of this truth value the longer you look.
Same deal in estimating the true or PROCESS variance as in estimating the true or PROCESS mean. Longer is better. That's what the math says..
And here's why....
What you're missing is that the values are distributed in accordance with some distribution function --- like a Normal or Rayleigh distribution. For a Normal distribution, 95% of the time, the samples will fall within +/- 2 sigma of the mean. Since the variance or SDEV is the
AVERAGE DISTANCE from the mean --- ESTIMATED variances will all cluster within that range. The AVERAGE DISTANCE from the mean does not change drastically for LARGE Number samples because the effect of say 1 erratically large value which is a 1% probability event DOES NOT INFLUENCE THE TOTAL variance hardly at all.
Instead of longer sample periods giving EVER INCREASING VARIANCE (The Abraham3 Intro to Estimation theory) --
what longer periods do is to CONVERGE the estimate of variance to the true Average DISTANCE from the mean in the distribution... Does not work like you state.
((I'd like to say that the convergence point is at the 50% percent confidence point -- but I'd have to check.. That would place it somewhere around the 0.7 or 0.8 sigma point))
Longer and Larger time estimates of the TRUE variance therefore more represent the variance for the total process.. And it's more LIKELY that any shorter observation window will produce extremely high (or low) ESTIMATES of that variance at any observation.
Let me give you an example.. In a 100 point estimation, an outlier will account for 0.01 times its distance. And that will occur maybe say 5% of the time. If you estimated variance with 2 points. That outlier will contribute 0.5 times it's distance 5% of the time.
Certainly every test of these 2 choices would yield wildly varying variances for the 2 point case and the 100 point case would be a better predictor.
Now realize that your latest theory about shorter sample tests having LOWER variances is based on the fallacy that you are ACCURATELY ESTIMATING THE ONE TRUE PROCESS variance with that shorter sample test. And that's simply not true.
As i said in the beginning the PROCESS only has one true variance. That variance is defined by the shape and type of its distribution function. And the only way you ACCURATELY CONFIRM that variance with an estimation is to use a fairly LONG observation time.
You're right about my temper. Your insistence at creating your own version of math and statistics tests my patience. But since I've been chuckling all day about your bass-ackwards conclusive theory that contradicts EVERY MATH TEXTBOOK IN THE ******* world --- I've decided to join you in your dive down your Rabbit Hole of fictional math theory.. I cant bear to miss the next gem your "your references" come up with.
Lemme make it up to you and give you a "less snarky" retort to your yesterday post below.
Got to tell ya tho --- entertainment value or not --- unless you start producing references and stop channeling your math starved intuition --- you've got nothing.