[Numpy-discussion] var bias reason?
Charles R Harris
Wed Oct 15 12:09:55 CDT 2008
On Wed, Oct 15, 2008 at 9:19 AM, David Cournapeau <firstname.lastname@example.org>wrote:
> On Wed, Oct 15, 2008 at 11:45 PM, Travis E. Oliphant
> <email@example.com> wrote:
> > Gabriel Gellner wrote:
> >> Some colleagues noticed that var uses biased formula's by default in
> >> searching for the reason only brought up:
> >> which I totally agree with, but there was no response? Any reason for
> > I will try to respond to this as it was me who made the change. I think
> > there have been responses, but I think I've preferred to stay quiet
> > rather than feed a flame war. Ultimately, it is a matter of preference
> > and I don't think there would be equal weights given to all the
> > arguments surrounding the decision by everybody.
> > I will attempt to articulate my reasons: dividing by n is the maximum
> > likelihood estimator of variance and I prefer that justification more
> > than the "un-biased" justification for a default (especially given that
> > bias is just one part of the "error" in an estimator). Having every
> > package that computes the mean return the "un-biased" estimate gives it
> > more cultural weight than than the concept deserves, I think. Any
> > surprise that is created by the different default should be mitigated by
> > the fact that it's an opportunity to learn something about what you are
> > doing. Here is a paper I wrote on the subject that you might find
> > useful:
> > (Hopefully, they will resolve a link problem at the above site soon, but
> > you can read the abstract).
> Yes, I hope too, I would be happy to read the article.
> On the limit of unbiasdness, the following document mentions an
> example (in a different context than variance estimation):
> AFAIK, even statisticians who consider themselves as "mostly
> frequentist" (if that makes any sense) do not advocate unbiasdness as
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