> >>I don't understand. I'm following pretty exactly the calculations > >>stated > >>at <http://www.johndcook.com/blog/standard_deviation/>
> >>I'm not a statistician. Perhaps others who are more literate in Maybe I'm mistaken here, but I think, the algorithm is not that complicated. I try to explain it further: Comments appreciated. Definition var_samp = Sum of squared differences /n-1 Definition stddev_samp = sqrt(var_samp) Example N=4 1.) Sum of squared differences 1_4Sum(Xi-XM4)² = 2.) adding nothing 1_4Sum(Xi-XM4)² +0 +0 +0 = 3.) nothing changed 1_4Sum(Xi-XM4)² +(-1_3Sum(Xi-XM3)²+1_3Sum(Xi-XM3)²) +(-1_2Sum(Xi-XM2)²+1_2Sum(Xi-XM3)²) +(-1_1Sum(Xi-XM2)²+1_1Sum(Xi-XM3)²) = 4.) parts reordered (1_4Sum(Xi-XM4)²-1_3Sum(Xi-XM3)²) +(1_3Sum(Xi-XM3)²-1_2Sum(Xi-XM2)²) +(1_2Sum(Xi-XM2)²-1_1Sum(Xi-XM2)²) +1_1Sum(X1-XM1)² = 5.) (X4-XM4)(X4-XM3) + (X3-XM3)(X3-XM2) + (X2-XM2)(X2-XM1) + (X1-XM1)² = 6.) XM1=X1 => There it is - The iteration part of Welfords Algorithm (in reverse order) (X4-XM4)(X4-XM3) + (X3-XM3)(X3-XM2) + (X2-XM2)(X2-X1) + 0 The missing piece is 4.) to 5.) it's algebra, look at e.g.: http://jonisalonen.com/2013/deriving-welfords-method-for-computing-variance/ > Thanks. Still not quite sure what to do, though :-) I guess in the > end we want the answer to come up with similar results to the builtin > stddev SQL function. I'll try to set up a test program, to see if we do. If you want to go this way: Maybe this is one of the very few times, you have to use a small sample ;-) VlG-Arne > cheers > andrew > -- > Sent via pgsql-hackers mailing list (pgsql-hackers@postgresql.org) > To make changes to your subscription: > http://www.postgresql.org/mailpref/pgsql-hackers -- Sent via pgsql-hackers mailing list (pgsql-hackers@postgresql.org) To make changes to your subscription: http://www.postgresql.org/mailpref/pgsql-hackers
