Summarizes the computation
of the standard deviation of a sample. The sample is either random or
user given. The data to supply are:
if random, the sample size and the "range" (the extremes),
L and U, the sample being generated in this interval; and
if user given, the sample values. (In either case,
the unused data are ignored.)
The objective is to show that the various numerical methods
produce the same results for the standard deviation. This happens here, however,
because the computations are done in double precision.
In single precision (~8 digits), numbers with 5 significant digits,
after being squared (needing 10 digits), would produce some error.
(Derivation.pdf,
examples.xlsx) |
|
• Wikipedia: standard deviation.
• Samuelson, P. A., 1968, "How deviant can you be ?",
Journal of the American Statistical Association, 63, 1522–1525,
in Mathew & Nordström.
• 1811-04-22: Hesse Ludwig Otto
(1874-08-04). |
