(71B) Population Derivation

[Eddie W. Shore]

Link: http://edspi31415.blogspot.com/2019/12/h...ation.html

Derivation

The standard formula for the population deviation for a set of statistical data is given by:

σx = √( Σ(x - μ)^2 / n)

where μ is the mean, where μ = Σx / n

Σx = the sum of all the data points
n = the number of data points

If this function needs to be programmed, using the definition as will probably require the use of two FOR structures: one for the mean, and one for the deviation. Is there a way to use a formula where a FOR structure can be saved?

Turns out, the answer is yes.

σx = √( Σ(x - μ)^2 / n)
= √( Σ(x^2 - 2*x*μ + μ^2) / n)

Note that:
Σ( f(x) + g(x) ) = Σ f(x) + Σ g(x)
For a constant, a: Σ( a * f(x) ) = a * Σ f(x)
And: Σ a = a * n (sum from 1 to n)

Then:

σx = √( Σ(x - μ)^2 / n)
= √( Σ(x^2 - 2*x*μ + μ^2) / n)
= √( (Σ(x^2) - 2*μ*Σx + Σ( μ^2 )) / n)
= √( (Σ(x^2) - 2*μ*Σx + n*μ^2) / n)
= √( (Σ(x^2) - 2*Σx*Σx/n + n*(Σx)^2/n^2 ) / n)
= √( (Σ(x^2) - 2*(Σx)^2/n + (Σx)^2/n) / n)
= √( (Σ(x^2) - (Σx)^2/n ) / n)

The above formula allows to use a sum and sum of square of data points in calculating population deviation, eliminating the need for an additional FOR structure.

Standard deviation follows a similar formula:
sx = √( (Σ(x^2) - (Σx)^2/n ) / (n - 1))

HP 71B Program: Population Deviation

File: PDEV

Code:

20 N=0
22 A=0
24 B=0
30 INPUT "X? ";X
40 N=N+1
50 A=A+X
60 B=B+X^2
70 INPUT "DONE? NO=0"; C
80 IF C=0 THEN 30
90 M=A/N
95 S=SQR((B-A^2/N)/N)
100 DISP "MEAN= ";M
105 PAUSE
110 DISP "PDEV= ";S
120 END

Example

Data Set: 150, 178, 293, 426, 508, 793, 1024

MEAN = 481.7142857
PDEV = 300.6320553