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Table 8 Distance between inverse Fisher information matrix and sample covariance matrix for various sample sizes

From: Application of OU processes to modelling temporal dynamics of the human microbiome, and calculating optimal sampling schemes

\(\eta\)

\(\sigma\)

n

5000

1000

500

100

50

10

0.5

1

0.054

0.053

0.052

0.058

0.125

0.996

2

0.066

0.065

0.064

0.055

0.052

0.998

4

0.066

0.065

0.064

0.055

0.040

0.995

1

1

0.008

0.008

0.011

0.139

0.330

0.968

2

0.057

0.051

0.046

0.106

0.266

1.000

4

0.122

0.109

0.099

0.056

0.121

0.853

2

1

0.001

0.033

0.147

0.078

0.021

12.281

2

0.002

0.028

0.123

0.073

0.047

12.168

4

0.005

0.020

0.102

0.045

0.098

7.586

  1. For small sample sizes (mostly \(n\leqslant 100\)) there were a few simulations where \({\hat{\eta }}=\infty\), i.e. there is no estimated correlation between consecutive samples. These simulations were removed from the variance calculation.