hi,
when i was computing the variance of a simple vector, i found unexpect
result. not sure whether it is a bug.
var(c(1,2,3))
[1] 1 #which should be 2/3.
var(c(1,2,3,4,5))
[1] 2.5 #which should be 10/5=2
it seems to me that the program uses (sample size -1) instead of sample
size at the
Le 05.12.2005 09:53, Wang Tian Hua a écrit :
hi,
when i was computing the variance of a simple vector, i found unexpect
result. not sure whether it is a bug.
var(c(1,2,3))
[1] 1 #which should be 2/3.
var(c(1,2,3,4,5))
[1] 2.5 #which should be 10/5=2
it seems to me that the program uses
Wang Tian Hua wrote:
hi,
when i was computing the variance of a simple vector, i found unexpect
result. not sure whether it is a bug.
Not a bug! ?var:
The denominator n - 1 is used which gives an unbiased estimator of the
(co)variance for i.i.d. observations.
var(c(1,2,3))
[1] 1
Just redefine the var(x) as sum((x-mean(x))^2)/length(x)?
Or straightforward just use var(x)*(1-1/length(x))
As you already mentioned var(x) is now defined by
sum((x-mean(x))^2)/(length(x)-1) which is an *unbaised* estimtor of COV.
While sum((x-mean(x))^2)/length(x) is a *biased* estimator with
