Hi Brian and Bo I think the answer to both of your questions is that the algorithm is calculating an unbiased estimate of the var/stddev. This is a reprise of an old thread that Devon started in 2016.
http://www.jsoftware.com/pipermail/programming/2016-March/044861.html There is a link there to the formula which appears to be from a reputable source. https://www.itl.nist.gov/div898/software/dataplot/refman2/ch2/weightsd.pdf On Sun, 28 Feb 2021, 06:18 'Bo Jacoby' via Programming, < [email protected]> wrote: > Shouldn't the monadic > > stddev 1 1 0 0 4 1 2 1 0 # 2 3 5 7 11 13 17 19 23 > > 5.60258 > > equal the dyadic > > 1 1 0 0 4 1 2 1 0 stddev 2 3 5 7 11 13 17 19 23 > > 5.82237 > > ? > Den lørdag den 27. februar 2021 14.12.10 CET skrev Ric Sherlock < > [email protected]>: > > Any objections to redefining mean, dev, ssdev, var, stddev in the > stats/base add on to calculate the weighted equivalents if invoked > dyadically? > I. E. > > wmean=: +/@[ %~ +/@:* > wdev=: ] -"_1 _ wmean > wssdev=: [ +/@:* *:@wdev > wvar=: (#@-.&0 %~ <:@#@-.&0 * +/)@[ %~ wssdev > wstddev=: %:@wvar > > mean=: (+/ % #) : wmean > dev=: (-"_1 _ mean) : wdev > ssdev=: (+/@:*:@dev) : wssdev > var=: (ssdev % <:@#) : wvar > stddev=: (%:@var) : wstddev > > 1 1 0 0 4 1 2 1 0 stddev 2 3 5 7 11 13 17 19 23 > 5.82237 > > stddev 2 3 5 7 11 13 17 19 23 > 7.45729 > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
