New approximations for the variance in Cavalieri sampling

Citation
M. Garcia-finana et Lm. Cruz-orive, New approximations for the variance in Cavalieri sampling, J MICROSC O, 199, 2000, pp. 224-238
Citations number
20
Categorie Soggetti
Multidisciplinary
Journal title
JOURNAL OF MICROSCOPY-OXFORD
ISSN journal
00222720 → ACNP
Volume
199
Year of publication
2000
Part
3
Pages
224 - 238
Database
ISI
SICI code
0022-2720(200009)199:<224:NAFTVI>2.0.ZU;2-C
Abstract
The theory of Cavalieri sampling - or systematic sampling along an axis - h as received a recent impetus. The error variance may be represented by the sum of three components, namely the extension term, the 'Zitterbewegung', a nd higher order terms. The extension term can be estimated from the data, a nd it constitutes the standard variance approximation used so far. The Zitt erbewegung oscillates about zero, and neither this nor higher order terms h ave hitherto been considered to predict the variance. The extension term is always a good approximation of the variance when the number of observation s is very large, but not necessarily when this number is small. In this pap er we propose a more general representation of the variance, and from it we construct a flexible extension term which approximates the variance satisf actorily for an arbitrary number of observations. Furthermore, we generaliz e the current connection between the smoothness properties of the measureme nt function (e.g. the section area function of an object when the target is the volume) and the corresponding properties of its covariogram to facilit ate the computation of the new variance approximations; this enables us to interpret the behaviour of the variance from the 'overall shape' of the mea surement function. Our approach applies mainly to measurement functions who se form is known analytically, but it helps also to understand the behaviou r of the variance when the measurement function is known at sufficiently ma ny points; in fact, we illustrate the concepts with both synthetic and real data.