Ok, I will keep in mind numpy integration (and I do agree n-1 and n are
virtually the same for large n). I am not sure I would be useful for
statistics functionality, as my interests are in algebra, number theory and
combinatorics, but I will try to help.



On Wed, Sep 14, 2011 at 11:23 AM, Ronan Lamy <[email protected]> wrote:

> Le mercredi 14 septembre 2011 à 08:47 -0500, Matthew Rocklin a écrit :
> > Hi Srinivas,
> >
> >
> > Nice catch. I agree that it would be better if variance was defined in
> > terms of n-1 rather than n. This seems like an easy fix to get started
> > with SymPy if you'd like to try. There is a wiki page providing tips
> > for the Development Workflow if you're not already familiar with git
> > and such.
> >
> >
> > If you're interested in improving the statistics functionality in
> > SymPy let me know. This has been a project of mine.
> >
> >
> > Best,
> > -Matt
> >
> > On Tue, Sep 13, 2011 at 10:06 PM, Srinivas <[email protected]> wrote:
> >         Hi,
> >           I wanted to join as a new developer of sympy, so I am
> >         looking
> >         through the code to get familiar with it.
> >         For /sympy/sympy/statistics/
> >         distributions.py, the Sample class defines the variance to be:
> >         s.variance = sum([(x-mean)**2 for x in s]) / Integer(len(s))
> >
> >         But, this would be the biased estimator. My question is
> >         would/should
> >         this class use the unbiased estimator (replacing
> >         Integer(len(s)) with
> >         Integer(len(s)-1))?
>
> The so-called "unbiased estimator" (dividing by n-1) isn't necessarily
> meaningful. Dividing by n at least always gives the second central
> moment of the sample distribution. It's also the default in numpy (cf.
>
> http://docs.scipy.org/doc/numpy-1.6.0/reference/generated/numpy.std.html#numpy.std),
>  so I think we should stay consistent with that.
>
> Besides, I don't think that the Sample class is actually usable as it
> exists currently (doesn't work correctly with symbolic or non-real
> arguments, computes everything up-front, ...) and I don't even
> understand what its purpose is. Fixing this would be much more useful.
>
>
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