I've manually calculated it (1.1180339887498948482045868343656). So
Mikkel's is right.
Regards,
Warren Tang <http://blog.tangcs.com>
On 10/17/2011 1:49 AM, Warren Tang wrote:
Hi, Phil
Your workaround does not work. Switching the value of isBiasCorrected
between true and false produces the same standard deviation
(1.2909944487358056), which is different from the result of Mikkel's
formula (1.118033988749895).
Regards,
Warren Tang <http://blog.tangcs.com>
On 10/17/2011 1:20 AM, Phil Steitz wrote:
On 10/16/11 8:24 AM, Mikkel Meyer Andersen wrote:
Dear Warren,
This is probably a bug. Sorry for this. Would you be so kind to report
it as described onhttp://commons.apache.org/math/issue-tracking.html
.
What you can do instead is this:
int[] scores = {1, 2, 3, 4};
SummaryStatistics stats = new SummaryStatistics();
for(int i : scores) {
stats.addValue(i);
}
double sd = FastMath.sqrt(stats.getSecondMoment() / stats.getN());
System.out.println(sd);
So, calculating sd as:
double sd = FastMath.sqrt(stats.getSecondMoment() / stats.getN());
And then there is no need to stats.setVarianceImpl(new Variance(false)).
Yes, this is a bug. Lets track it. The problem is that the code is
using instanceOf check to identify overridden impls, which fails in
this case. This needs to be fixed.
Another workaround that should work is to get the default variance
impl and set its biasCorrected property:
SummaryStatistics stats = new SummaryStatistics();
Variance variance = (Variance) stats.getVarianceImpl();
variance.setBiasCorrected(false);
then just use the stats instance directly and the reported variance
should be non-bias-corrected.
Phil
Cheers, Mikkel.
2011/10/16 Warren Tang<[email protected]>:
Hi, Mikkel
I'm using commons-math 2.2. The code to reproduce the issue.
import org.apache.commons.math.stat.descriptive.SummaryStatistics;
import org.apache.commons.math.stat.descriptive.moment.Variance;
@Test public void testStandardDeviation() {
int[] scores = {1, 2, 3, 4};
SummaryStatistics stats = new SummaryStatistics();
stats.setVarianceImpl(new Variance(false)); //use "population variance"
for(int i : scores) {
stats.addValue(i);
}
double sd = stats.getStandardDeviation();
System.out.println(sd);
}
Regards,
Warren Tang<http://blog.tangcs.com>
On 10/16/2011 10:43 PM, Mikkel Meyer Andersen wrote:
Dear Warren,
Could you provide values for the scores-variable in the current
example making it possible to reproduce?
Are you in fact using version 1.2 as reflected by the link you gave?
Or which version are you using?
Cheers, Mikkel.
2011/10/16 Warren Tang<[email protected]>:
Hello, everyone
I'm trying to get a "population standard deviation
<http://commons.apache.org/math/api-1.2/org/apache/commons/math/stat/descriptive/moment/StandardDeviation.html>"
(non-bias-corrected) from SummaryStatistics.
This is what I did:
SummaryStatistics stats = new SummaryStatistics();
stats.setVarianceImpl(new Variance(false)); //use "population variance"
( sum((x_i - mean)^2) / n )
for(int i : scores) {
stats.addValue(i);
}
double sd = stats.getStandardDeviation();
However, the value of "sd" is "NaN". How can I do it correctly?
--
Regards,
Warren Tang<http://blog.tangcs.com>
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