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    Re: Round-off
    From: Frank Reed
    Date: 2009 May 16, 13:08 -0700

    I wrote yesterday:
    "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."
    
    Sorry, that should have read "ONE UNIT" not "ONE tenth". The standard 
    deviation is 1/sqrt(12). If you have N of 'em, your expected error is sqrt(N) 
    times that standard deviation or in other words sqrt(N/12).
    
    -FER
    
    
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