Talk:Algorithms for calculating variance: Difference between revisions

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== Online algorithm in testing yields horrible results when mean=~0 ==

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:2. I think the comment "These formulas suffer from numerical instability, as they repeatedly subtract a small number from a big number which scales with n" is actually wrong. Maybe there is an '''accuracy''' issue, but I don't see why there should be an instability here. A reference would be most welcome. [[User:Natchouf|Natchouf]] ([[User talk:Natchouf|talk]]) 14:08, 20 March 2023 (UTC)

== Typo in "Computing shifted data" section ==

The second shown formula in this section does not compute the population variance <math>\sigma^2</math>, it rather computes the sample variance <math>s^2</math>. This can easily be seen when comparing the (wrong) formula divisor <math>n-1</math> with the respective divisor <math>n</math> as used in the section "Naive algorithm" just above (where capital <math>N</math> is used instead of <math>n</math>).

The comments in the corresponding code snippet below makes the situation a bit clearer. Maybe one could write the code explicitly as

...

// for sample variance use

variance = (Ex2 - Ex**2 / n) / (n - 1)

// for population variance use

// variance = (Ex2 - Ex**2 / n) / n

...

[[Special:Contributions/141.249.133.134|141.249.133.134]] ([[User talk:141.249.133.134|talk]]) 06:17, 10 April 2024 (UTC)