Re: [Bug-gsl] Error in sample code

[Peter Johansson]

Hi,

On 02/27/2013 02:57 AM, Frantisek Kluknavsky wrote:
> are you sure that "buggy" and correct behavior are not confused here? 
> I do not know, but look at 
> http://en.wikipedia.org/wiki/Bias_of_an_estimator and search for 
> "usual definition of sample variance". If I understand it correctly, 
> the "buggy" formula was unbiased, while now it is biased again. 
The biased estimate is 21.5/n = 4.2984. The unbiased estimate is 
21.5/(n-1) = 5.373. Note, that neither is buggy; both estimators are 
used and it's a matter of taste which one is preferred. One is unbiased, 
but the other one is more efficient.

HTH,
Peter