> > Using the biased variance just because it is the MLE (if that is the > argument) seems confused to me. However, there's another point: > >> var(sample(1:3, 100000, replace=TRUE)) > [1] 0.6680556 > > i.e. if we are considering x as the entire population, then the > variance when sampling from it is indeed 1/N*E(X-EX)^2, which is why > some presentations distinguish between the "population" and "sample" > variances. We might want to support this distinction somehow. >
We might also consider that the purpose of computing the variance is often to take the square root, and that using 1/(n-1) as the divisor does not give any particular optimality as an estimator of the standard deviation. -thomas ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel