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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