[SciPy-user] information on statistical functions
Robert Kern
robert.kern@gmail....
Fri Dec 19 11:51:21 CST 2008
On Fri, Dec 19, 2008 at 11:23, Sturla Molden <sturla@molden.no> wrote:
> On 12/18/2008 12:02 PM, Robert Kern wrote:
>
>> The terms are commonly used in English the same way that you are using
>> them. I just happen to disagree with the common practice.
>
> I agree with this. Also:
>
> "The problem is that the "unbiased" estimate for the standard deviation
> is *not* the square root of the "unbiased" estimate for the variance.
> The latter is what numpy.std(x, ddof=1) calculates, not the former."
>
> An unbiased variance estimate is what people usually want. But 9 out of
> 10 practitioners think they need an unbiased standard deviation, and
> they think they get it from normalizing by N-1. They do the "right
> thing" just because their Stat 101 text tell them to, or because SPSS or
> MINITAB is doing it by default. Erroneous use of statistics due to
> mathematical incompetence is a major contribution to bad science.
>
> Perhaps it is better if the docstring just specifies that ddof=1
> normalizes by N-1, whereas ddof=0 normalizes by N?
How does the current version strike you?
http://docs.scipy.org/numpy/docs/numpy.core.fromnumeric.std/
http://docs.scipy.org/numpy/docs/numpy.core.fromnumeric.var/
--
Robert Kern
"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
-- Umberto Eco
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