I'm using a monte-carlo technique to simulate a physical process, and I'm measuring a quantity from my simulation, <x> where <x> is the average of x over n steps.
What's a good way for me to estimate the statistical error in <x> due to only averaging over n monte-carlo steps? Whereas in the real world the average would be over a clean statistical distribution.
Is
a good enough estimate or can we do better (or is it completely wrong)?
I have also calculated
, if that helps somewhere. I also have a record of each x in the average.
Any ideas guys? I was always bad with errors :)