[Numpy-tickets] [NumPy] #502: Unbiased estimates of variance/ std deviation

NumPy numpy-tickets@scipy....
Wed Apr 18 01:23:28 CDT 2007


#502: Unbiased estimates of variance/ std deviation
-------------------------+--------------------------------------------------
 Reporter:  pierregm     |       Owner:  somebody
     Type:  enhancement  |      Status:  new     
 Priority:  low          |   Milestone:          
Component:  Other        |     Version:  none    
 Severity:  trivial      |    Keywords:          
-------------------------+--------------------------------------------------
 Unbiased estimates of the variance and standard deviation are used far
 more often than their biased counterparts. Currently, the var/std
 methods/functions return biased estimates. Unbiased estimates can be
 obtained simply by multiplying the variance by n/float(n-1) (where n is
 the size of the array along a particular axis). This extra step (and the
 test on n it implies) becomes quickly tedious when used repeatedly.

 I suggest the introduction of 2 new methods (and the corresponding
 functions), varu and stdu, that would give direct access to the unbiased
 estimates.

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Ticket URL: <http://projects.scipy.org/scipy/numpy/ticket/502>
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