# [Numpy-discussion] def of var of complex

Robert Kern robert.kern@gmail....
Tue Jan 8 20:48:37 CST 2008

Charles R Harris wrote:

> Suppose you have a set of z_i and want to choose z to minimize the
> average square error $\sum_i |z_i - z|^2$. The solution is that
> $z=\mean{z_i}$ and the resulting average error is given by 2). Note that
> I didn't mention Gaussians anywhere. No distribution is needed to
> justify the argument, just the idea of minimizing the squared distance.
> Leaving out the ^2 would yield another metric, or one could ask for a
> minmax solution. It is a question of the distance function, not
> probability. Anyway, that is one justification for the approach in 2)
> and it is one that makes a lot of applied math simple. Whether of not a
> least squares fit is useful is different question.

If you're not doing probability, then what are you using var() for? I can accept
that the quantity is meaningful for your problem, but I'm not convinced it's a
variance.

--
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
that is made terrible by our own mad attempt to interpret it as though it had
an underlying truth."
-- Umberto Eco


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