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Error in Statistics 1Var Report
01-27-2015, 06:50 AM
Post: #9
RE: Error in Statistics 1Var Report
I disagree, here is why.
The natural way to introduce standard deviation is take the mean of the square difference to the mean, then sqrt. It's only after that you establish that if you have a sample, the unbiaised estimate of the standard deviation is different, i.e. you must divide by n-1 instead of n : the proof is not difficult but not trivial, I'm not sure all the maths students I have could do it. Moreover, unless the sample is really small, the difference is small and it will not change much inference statistics results like confidence intervals (for example if your sample has more than n=30, where normal approximations becomes reasonable, the difference is less than 2%). In other words, standard deviation of the population deduced from a sample is a refinement, we could perfectly live with the biaised estimated.
Therefore it's more natural to have the shortest commandname, that is stddev, when dividing by n, and add a p when dividing by n-1 (p means population deduced from sample). Perhaps removing stddevp and renaming it stddevs would be less confusing.
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RE: Error in Statistics 1Var Report - JimS - 01-26-2015, 10:51 PM
RE: Error in Statistics 1Var Report - parisse - 01-27-2015 06:50 AM



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