[Numpy-tickets] [NumPy] #461: std/stdp

NumPy numpy-tickets@scipy....
Sun Mar 4 14:54:05 CST 2007


#461: std/stdp
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 Reporter:  batripler    |        Owner:  somebody
     Type:  enhancement  |       Status:  closed  
 Priority:  normal       |    Milestone:          
Component:  numpy.lib    |      Version:  1.0.1   
 Severity:  normal       |   Resolution:  wontfix 
 Keywords:               |  
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Changes (by rkern):

  * status:  new => closed
  * resolution:  => wontfix

Comment:

 As discussed several times before both on this Trac and on the mailing
 list, no, we are not going to change this.

 For the record, dividing by n-1 is *not* an unbiased estimate of the
 standard deviation. Its square is an unbiased estimate of the variance in
 the conventional sense of bias. If you use the unconventional, but more
 correct, definition of bias for strictly positive quantities like variance
 by using log-ratios E(log(v_est/v_true)) instead of simple subtraction
 E(v_est - v_true), then the unbiased estimator for both variance and
 standard deviation uses n-2, not n-1.

 Also, unbiased != better. One may want the maximum likelihood estimator
 (n), or the conventional minimum mean squared error (MMSE) estimator
 (n+1), or the MMSE estimator using the log-ratio definition of error (n-2
 again). Dividing by n is easier to correct to n-1, n-2, n+1 or whatever
 estimator the user needs for their application.

 We will be happy to accept patches that add a keyword argument to apply a
 correction factor to n; however, the default should remain n. While I'm
 all in favor of following conventions, I don't want to follow conventions
 that demonstrably don't satisfy the reasons that are given for using them.

-- 
Ticket URL: <http://projects.scipy.org/scipy/numpy/ticket/461#comment:1>
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