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	Index
See also: types of noise, analysis of residuals

Scedasticity

When developing models of measured data it is generally important to analyse the residuals. One important aspect is whether the residuals vary with the signal level, i.e. if the random part of the signal grows with increasing signal level. We therefore distinguish two cases:
 

• the homoscedastic case: the random part is constant and exhibits a normal distribution
• the heteroscedastic case: the random part depends on the signal amplitude.

The following  shows the difference between homo- and heteroscedastic data.

Last Update: 2004-Jul-03