[Numpy-discussion] non-standard standard deviation
Colin J. Williams
cjw@ncf...
Sat Dec 5 13:28:12 CST 2009
On 04-Dec-09 07:18 AM, yogesh karpate wrote:
> @ Pauli and @ Colin:
> Sorry for the late reply. I was busy
> in some other assignments.
> # As far as normalization by(n) is concerned then its common
> assumption that the population is normally distributed and population
> size is fairly large enough to fit the normal distribution. But this
> standard deviation, when applied to a small population, tends to be
> too low therefore it is called as biased.
> # The correction known as bessel correction is there for small sample
> size std. deviation. i.e. normalization by (n-1).
> # In "electrical-and-electronic-measurements-and-instrumentation" by
> A.K. Sawhney . In 1st chapter of the book "Fundamentals of
> Meausrements " . Its shown that for N=16 the std. deviation
> normalization was (n-1)=15
> # While I was learning statistics in my course Instructor would advise
> to take n=20 for normalization by (n-1)
> # Probability and statistics by Schuam Series is good reading.
> Regards
> ~ymk
>
>
>
>
Yogesh,
Thanks for the Bessel name, I hadn't come across that before.
The Wikipedia reference for the Bessel Correction uses a divisor of n-1:
http://en.wikipedia.org/wiki/Bessel%27s_correction
Perhaps the simplification for larger n comes from the fact that for
large n, 1/n => 1/(n-1).
I would suggest C. E. Weatherburn - Mathematical Statistics, but I
doubt whether it is still widely available.
Colin W.
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