[SciPy-dev] Statistics Review progress

Stephan Tolksdorf andorxor at gmx.de
Wed Apr 12 17:11:50 CDT 2006


Robert Kern wrote:

> * We really need to sort out the issue of biased and unbiased estimators. At
> least, a number of scipy.stats functions compute values that could be computed
> in two different ways, conventionally given labels "biased" and "unbiased". Now
> while there is some disagreement as to which is better (you get to guess which I
> prefer), I think we should offer both.
> 

I'd like to note that the square root of the unbiased variance estimator
is not an unbiased estimator of the standard deviation* (see Jensen's
inequality), which is why unbiasedness is not a terribly useful concept
in this context.

It's a pity I currently don't have the time to help reviewing the stats
functions.

Stephan


*) This is small error in Travis' Guide to Numpy.




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