Re: Help: Does "dim_variance" compute "population variance" or "sample variance"?

From: Dennis Shea <shea_at_nyahnyahspammersnyahnyah>
Date: Sun Apr 08 2012 - 10:35:16 MDT

All 'variance' functions compute the sample variance which is
an unbiased estimate.

   f = (/ 7, 9, -2, -8, 2/)

   favg = avg(f) ; average
   fdev = f-favg ; deviations
   fdev2 = fdev^2 ; deviations squared
   nf = dimsizes(f) ; N

   pvar = sum(fdev2)/nf ; population variance
   svar = sum(fdev2)/(nf-1) ; sample variance

   var1 = variance(f)
   var2 = dim_variance(f)
   var3 = dim_variance_n(f,0)

   print("pvar="+pvar+" svar="+svar+" var1="+var1+" var2="+var2+"
var3="+var3)
===
output: pvar=37.84 svar=47.3 var1=47.3 var2=47.3 var3=47.3

The quote below "... population variance" is incorrect. It will
be changed to 'sample variance'. Thank you.

On 4/7/12 11:34 PM, heaven_bird334 wrote:
> Hi,
> Did anybody know the value calculated by the function "dim_variance"
> /"dim_variance_n" is "population variance" or "sample variance"?
>
> I am a little puzzle after I read the following sentence on
> http://www.ncl.ucar.edu/Document/Functions/Built-in/dim_variance.shtml:
> "Technically, this function calculates an estimate of the population
> variance. This means that it divides by [1/(N-1)] where N is the total
> number of non-missing values."
>
> As I know (please see
> http://en.wikipedia.org/wiki/Variance#Population_variance_and_sample_variance),
> the population mean o r population variance means it divides by [1/N],
> not by [1/(N-1)]. Does the NCL web documents get a written mistake there?
>
> Any suggestion or information is greatly appreciated.
>
>
> Best Regards,
> Li
>
>
>
>
>
>
>
>
>
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Received on Sun Apr 8 10:35:27 2012

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