Ping's definition of mdev
Sasha Pachev
sasha at surveyz.com
Fri Jun 17 09:24:03 MDT 2005
> Looking at the code, i'm not sure they are even calculating the standard
deviation correctly. They are using this formula:
> dev = sqrt( (E (sqr(x)))/N - sqr( (E(x))/N))
> standard deviation is defined as
> sqrt( 1 / (N) * E sqr((x - E(x)/N) ))
Derek:
The two methods will give you the same result - you can verify it with a short
algebraic exercise. The advantage of the first method is that you can do it in
one pass through the data array.
--
Sasha Pachev
AskSasha Linux Consulting
http://www.asksasha.com
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