Ping's definition of mdev

Sasha Pachev sasha at
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) ))


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

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