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    Re: Round-off
    From: Frank Reed
    Date: 2009 May 14, 13:23 -0700

    Peter, you wrote:
    "If the round-off errors are a type of a random walk, then we should expect 
    the error in the final result accumulate only with the square-root of the 
    number of steps, times 0.05'."
    
    That's right except for one little detail. Round-off error is a random number 
    taken from a uniform sample distribution. What you want for the step size if 
    not the maximum size of the round-off error, but the standard deviation of 
    that. You'll find that this amounts to 1/sqrt(12) times the width of the 
    round-off band. So if you have a dozen numbers added up where you've dropped 
    the tenths, your expected error is only ONE tenth.
    
    Lars B. wrote a nice post about this a while back:
       http://fer3.com/arc/m2.aspx?y=200610&i=101438
    
    -FER
    
    
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