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Re: efficient kernel or masking algorithm ? UPDATE [message #23915 is a reply to message #23913]

Mon, 26 February 2001 02:21

Martin Downing
Messages: 136
Registered: September 1998

Senior Member

>> interested in this method which is very fast. It is based on the crafty
>> formula for variance:
>> variance = (sum of the squares)/n + (square of the sums)/n*n
>
> Righto. I knew I was fishing for something like this. Except I think you
mean:
>
> (population) variance = (sum of the squares)/n - (square of the sums)/n*n
>
> Luckily, that's how you've coded it too. Sample variance (=population
> variance*n/(n-1)) is of course the more common case in science (as opposed
to
> gambling).

>> ; POPULATION_ESTIMATE: return the population estimate of variance, not the
>> sample variance

Sigh - you are right of course, but this was just a misunderstanding.
Setting the Keyword above returns an *estimate* of the population from which
the input sample is assumed to have some from, is more commonly referred to
as SAMPLE variance. The default is the variance of the array, which is
usually coined population variance. I agree that until I take up gambling
the former should be the default!! Although I know what I'm doing,
personally I find these single name terms very ambiguous, as you can see!!!
Shame I never read my comments.........

Martin

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[Message index]

		Re: efficient kernel or masking algorithm ? UPDATE By: Craig Markwardt on Mon, 26 February 2001 10:51
		Re: efficient kernel or masking algorithm ? UPDATE By: Martin Downing on Mon, 26 February 2001 07:32
		Re: efficient kernel or masking algorithm ? UPDATE By: Martin Downing on Mon, 26 February 2001 02:21
		Re: efficient kernel or masking algorithm ? UPDATE By: Martin Downing on Mon, 26 February 2001 02:21
		Re: efficient kernel or masking algorithm ? UPDATE By: Martin Downing on Mon, 26 February 2001 02:00
		Re: efficient kernel or masking algorithm ? UPDATE By: Martin Downing on Mon, 26 February 2001 01:52
		Re: efficient kernel or masking algorithm ? UPDATE By: John-David T. Smith on Sun, 25 February 2001 19:00
		Re: efficient kernel or masking algorithm ? UPDATE By: Craig Markwardt on Sun, 25 February 2001 12:39
		Re: efficient kernel or masking algorithm ? UPDATE By: Martin Downing on Sun, 25 February 2001 10:44
		Re: efficient kernel or masking algorithm ? UPDATE By: PMan on Tue, 23 July 2013 13:35

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