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From "nicolas de loof" <nico...@apache.org>
Subject Re: [math] (unbiased) standard deviation ?
Date Sun, 26 Oct 2008 18:10:59 GMT
Thanks,

2008/10/26 Luc Maisonobe <Luc.Maisonobe@free.fr>

> nicolas de loof a écrit :
> > Hello
> > For the monitoring component I've got a set of values. I'd like to
> compute
> > the std. deviation, but as I don't store the full values but only
> aggregates
> > (sum, sum of squares) I can't use commons-math StandardDeviation.
> >
> > Is there anything in commons-math for such use case ? I've found at
> > http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance some
> > algorithm to compute "an
> > unbiased<http://en.wikipedia.org/wiki/Estimator_bias> estimate",
> > but if something stable and tested is available in math I'd prefer not to
> > reinvent the wheel !
> >
> > Nicolas
> >
>
> The various classes dealing with such features are designed to be built
> empty and to be updated at each sample element. For example the
> SummaryStatistics and DescriptiveStatistics classes provide an addValue
> method whereas all implementations of StorelessUnivariateStatistics
> provide an increment method.
>
> These methods take care of computing the sum and sum of squares for you.
> The SummaryStatistics class maintains many values in addition to these
> ones (min, max ...). Could you use these classes instead of storing the
> data by yourself and later computing the results ?
>
> Luc
>
>
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