The help page ?sd (I only checked version 3.1.0) has as the 1st sentence in the details section: "Like ‘var’ this uses denominator n - 1." and on the help page ?var in the details section (though down in the 3rd paragraph from the end) there is this sentence: "The denominator n - 1 is used which gives an unbiased estimator of the (co)variance for i.i.d. observations."
How can the R documentation state it more explicitly than that? On Wed, Jun 11, 2014 at 4:04 AM, arun <smartpink...@yahoo.com> wrote: > Hi Bob, > You may check: > library(multicon) > ?popsd() > > sd(1:3) > #[1] 1 > popsd(1:3) > #[1] 0.8164966 > sd(1:3)*sqrt(2/3) > #[1] 0.8164966 > A.K. > > > > The formula I generally use to compute the standard deviation is the square > root of the variance where the variance is E(X^2) - (E(x))^2. That is, the > divisor is n , not n-1. I think it would have been better if the R > documentation would have explicitly told me that it was using n-1 not n. By > the way, is there another standard function in R, that will compute either > the variance or the standard deviation by dividing by n instead of n-1? > > Thanks > > Bob > > > > > On Sunday, June 8, 2014 10:33 PM, Greg Snow <538...@gmail.com> wrote: > Which formula for standard deviation are you using? > > If you know the population mean then you should divide by n (3 in this > case), but if you don't know the population mean and use the mean > calculated from the sample then it is more usual to use n-1 as the > denominator (this makes the variance an unbiased estimator of the > population variance). That is what the R sd function does since it is > much more common to use it on a sample rather than an entire > population. > > > > > On Sun, Jun 8, 2014 at 1:17 AM, arun <smartpink...@yahoo.com> wrote: >> Hi, >> Please check this link: >> http://stats.stackexchange.com/questions/25956/what-formula-is-used-for-standard-deviation-in-r >> >> A.K. >> >> >> It is my understanding that the R function SD finds the standard deviation >> of a random variable or a list. Please consider the following list: { 1, 2, >> 3 }. I claim that the standard deviation of this list is not 1. However, the >> following R statement returns 1: >> sd ( seq(1:3) ) >> What am I missing? >> >> I thank the group in advance for their responses. >> >> Bob >> >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > > > -- > Gregory (Greg) L. Snow Ph.D. > 538...@gmail.com -- Gregory (Greg) L. Snow Ph.D. 538...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
