Mathematical Analysis of Average Response Values for Nonstationary Data

Quantitative results are derived for the accuracy to be associated with average response computations on a wide class of nonstationary physical data as a function of underlying signal and noise properties and the sample size used by the average response computer. Input and output SNR´s are defined in terms of these quantities. Statistical confidence bands are determined for both arbitrary probability distributions and for Gaussian probability distributions, which indicate how closely a measured sample mean value approximates the true mean value at any time.