Ping's definition of mdev

Derek Burdick derek at burdick.cc
Fri Jun 17 09:56:40 MDT 2005


I disagree.  If you have (x -1) * (x - 1) you get
x*x -2x +1

To get x*x -1 you would have to do (x-1) * (x+1)

Sasha Pachev wrote:

> > 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.
>



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