Averaging over time or ensemble
Observe three sample realizations and how their time-averaged statistics compare to ensemble averages. The playback controls mimic the MATLAB GUI: select signals, enable optional custom weights, then sweep a window with play/pause/stop across five plots (x₁, x₂, x₃, ensemble mean, and ensemble variance).
Stochastic process
Animated sweep
Signal setup
toggle edit
probability
probability
probability
Playback
500 samples
100 samples
Disables source/weights during playback, like MATLAB.
At-a-glance stats
Ensemble mean (scalar)
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Ensemble variance (scalar)
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Weights
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Mean x₁
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Mean x₂
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Mean x₃
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Var x₁
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Var x₂
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Var x₃
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Current mₓ(t)
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Current σ²(t)
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Window position
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Five-panel view