MathGroup Archive 2008

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: Puzzled by the "Variance"

  • To: mathgroup at smc.vnet.net
  • Subject: [mg86566] Re: [mg86506] Puzzled by the "Variance"
  • From: Alexei Boulbitch <Alexei.Boulbitch at iee.lu>
  • Date: Thu, 13 Mar 2008 20:53:10 -0500 (EST)

Greeting all
I'm puzzled by the function "Variance". We can learn how to calculate
variance from this page:http://mathworld.wolfram.com/SampleVariance.html.
For example, calculate the sample variance of {1,2,3}. the average of
{1,2,3} is 2, then the variance should be ((1-2)^2+(2-2)^2+(3-2)^2)/3=2/3.
But mathematica gives that:

In[10]:= Variance[{1.0,2.0,3.0}]
Out[10]= 1.

Why??
-- 
Best Wishes!
Yours Sincerely


In the same homepage you cited in the bottom you find the following: 
"The unbiased sample variance s_(N-1)^2 is implemented as 
Variance[list]". That is the reason.

According to this definition your example should be calculated as 
((1-2)^2+(2-2)^2+(3-2)^2)/(3-1)=1, rather than 
((1-2)^2+(2-2)^2+(3-2)^2)/3=2/3

In general, I find the whole explanation of Variance[](as well as its 
notation) to be rather obscure.

Regards.

-- 
Alexei Boulbitch, Dr., habil.
Senior Scientist
IEE S.A.
Material Development,
ZAE Weiergewan
11, rue Edmond Reuter,
L-5326 Contern,
Luxembourg
Tel.: +352 2454-2566
Fax:  +352 2454-3566
e-mail: alexei.boulbitch at iee.lu

--
This e-mail may contain trade secrets or privileged, undisclosed or 
otherwise confidential information. If you are not the intended 
recipient and  have received this e-mail in error, you are hereby 
notified that any review, copying or distribution of it is strictly 
prohibited. Please inform us immediately and destroy the original 
transmittal from your system. Thank you for your co-operation.


  • Prev by Date: Re: Re: Question on Sum[] function
  • Next by Date: Integrate[] confuses real and imaginary parts
  • Previous by thread: Re: Puzzled by the "Variance"
  • Next by thread: how to remove a warning message?