On Fri, Mar 18, 2016 at 06:12:12PM -0700, Jeff Janes wrote: > On Tue, Mar 15, 2016 at 8:36 AM, David Fetter <da...@fetter.org> wrote: > > > > Please find attached a patch that uses the float8 version to cover the > > numeric types. > > Is there a well-defined meaning for having a negative weight? If no, > should it be disallowed?
Opinions on this appear to vary. A Wikipedia article defines weights as non-negative, while a manual to which it refers only uses non-zero. https://en.wikipedia.org/wiki/Weighted_arithmetic_mean#Mathematical_definition https://www.gnu.org/software/gsl/manual/html_node/Weighted-Samples.html I'm not sure which if either would be authoritative, but I could certainly make up variants for each assumption. The assumption they have in common about weights is that a zero weight is not part of the calculation, which assumption is implemented in the previously submitted code. > I don't know what I was expecting, but not this: > > select weighted_avg(x,10000000-2*x) from generate_series(1,10000000) f(x); > weighted_avg > ------------------ > 16666671666717.1 I'm guessing that negative weights can cause bizarre outcomes, assuming it turns out we should allow them. > Also, I think it might not give the correct answer even without > negative weights: > > create table foo as select floor(random()*10000)::int val from > generate_series(1,10000000); > > create table foo2 as select val, count(*) from foo group by val; > > Shouldn't these then give the same result: > > select stddev_samp(val) from foo; > stddev_samp > ------------------- > 2887.054977297105 > > select weighted_stddev_samp(val,count) from foo2; > weighted_stddev_samp > ---------------------- > 2887.19919651336 > > The 5th digit seems too early to be seeing round-off error. Please pardon me if I've misunderstood, but you appear to be assuming that SELECT val, count(*) FROM foo GROUP BY val will produce precisely identical count(*)s at each row, which it overwhelmingly likely won't, producing the difference you see above. What have I misunderstood? Cheers, David. -- David Fetter <da...@fetter.org> http://fetter.org/ Phone: +1 415 235 3778 AIM: dfetter666 Yahoo!: dfetter Skype: davidfetter XMPP: david.fet...@gmail.com Remember to vote! Consider donating to Postgres: http://www.postgresql.org/about/donate -- Sent via pgsql-hackers mailing list (email@example.com) To make changes to your subscription: http://www.postgresql.org/mailpref/pgsql-hackers