What is blocking?
- If \( \Delta t\gg\tau \) our first estimate of \( \sigma \) still holds
- Much more common that \( \Delta t < \tau \)
- In the method of data blocking we divide the sequence of samples into blocks
- We then take the mean \( \langle \mathbf{M}_i\rangle \) of block \( i=1\ldots n_{blocks} \) to calculate the total mean and variance
- The size of each block must be so large that sample \( j \) of block \( i \) is not correlated with sample \( j \) of block \( i+1 \)
- The correlation time \( \tau \) would be a good choice