[SciPy-user] information on statistical functions

[Sturla Molden]

On 12/18/2008 12:02 PM, Robert Kern wrote:

> The terms are commonly used in English the same way that you are using
> them. I just happen to disagree with the common practice.

I agree with this. Also:

"The problem is that the "unbiased" estimate for the standard deviation
is *not* the square root of the "unbiased" estimate for the variance.
The latter is what numpy.std(x, ddof=1) calculates, not the former."

An unbiased variance estimate is what people usually want. But 9 out of 
10 practitioners think they need an unbiased standard deviation, and 
they think they get it from normalizing by N-1. They do the "right 
thing" just because their Stat 101 text tell them to, or because SPSS or 
MINITAB is doing it by default. Erroneous use of statistics due to 
mathematical incompetence is a major contribution to bad science.

Perhaps it is better if the docstring just specifies that ddof=1 
normalizes by N-1, whereas ddof=0 normalizes by N?


Sturla Molden