From: Martin Maechler <maechler_at_stat.math.ethz.ch>

Date: Mon 05 Dec 2005 - 18:10:08 GMT

UweL> it seems to me that the program uses (sample size -1) instead of sample UweL> size at the denominator. how can i rectify this?

R-devel@r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Tue Dec 06 05:17:16 2005

Date: Mon 05 Dec 2005 - 18:10:08 GMT

{from R-help, diverted to R-devel}:

UweL> Wang Tian Hua wrote:

UweL> hi, when i was computing the variance of a simple UweL> vector, i found unexpect result. not sure whether it UweL> is a bug.

UweL> Not a bug! ?var:

UweL> "The denominator n - 1 is used which gives an unbiased UweL> estimator of the (co)variance for UweL> i.i.d. observations." UweL> > var(c(1,2,3)) UweL> [1] 1 #which should be 2/3. UweL> > var(c(1,2,3,4,5)) UweL> [1] 2.5 #which should be 10/5=2 UweL>

UweL> it seems to me that the program uses (sample size -1) instead of sample UweL> size at the denominator. how can i rectify this?

UweL> Simply change it by:

UweL> x <- c(1,2,3,4,5) UweL> n <- length(x) UweL> var(x)*(n-1)/n

UweL> if you really want it.

It seems Insightful at some point in time have given in to
this user request, and S-plus nowadays has
an argument "unbiased = TRUE"

where the user can choose {to shoot (him/her)self in the leg and}
require 'unbiased = FALSE'.

{and there's also 'SumSquraes = FALSE' which allows to not

require any division (by N or N-1)}

Since in some ``schools of statistics'' people are really still taught to use a 1/N variance, we could envisage to provide such an argument to var() {and cov()} as well. Otherwise, people define their own variance function such as

VAR <- function(x,....) .. N/(N-1)*var(x,...) Should we?

Martin

R-devel@r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Tue Dec 06 05:17:16 2005

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