Modern Math Variance

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Variance

Returns the sample variance of an array, dividing by n-1.

Syntax

Variance( byref a as Array( of T ) ) as float64

Notes

• n-1, not n: this is the unbiased estimator for a sample drawn from a larger population, and it is the one to use unless the array IS the whole population.
• VariancePopulation is the n divisor.
• Fewer than two elements give NaN, since there is nothing to vary against.

Examples

#import "std/numeric"
#import "std/containers"
using numeric
using containers

dim as Array( of float64 ) a = { 2.0, 4.0, 4.0, 4.0, 6.0 }

print Variance( a )           '' 2 -- divides by n-1 = 4
print VariancePopulation( a ) '' 1.6 -- divides by n = 5

'' The difference matters most on small arrays, and vanishes on large
'' ones

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Library: Math Library
Category: Math Library
Documented under: Members