Solved

Commons Math - Variance

Posted on 2011-09-21
4
1,009 Views
Last Modified: 2012-05-12
The attached spreadsheet has a dataset of: 2,4,6,8,10,12
The following excel functions give results:

VAR:      14
VARP:      11.66666667

Then In Java, if I code like so:
org.apache.commons.math.stat.descriptive.moment.Variance variance = new Variance();
double sigma = variance.evaluate(myDoubleArray);

Open in new window

where myDoubleArray contains 2.0, 4.0, 6.0, 8.0, 10.0, 12.0
then sigma is 14.0.
So I would conclude that the variance calculated by Commons Math is a sample variance not a population variance.

How would I calculate a sample variance using Commons Math?



standardDeviation.xlsx
0
Comment
Question by:allelopath
  • 2
4 Comments
 
LVL 74

Expert Comment

by:sdstuber
ID: 36576153
var =     (sum(  x - M)^2) / (n-1)
varp =  (sum(  x - M)^2) / n

where M  = Mean of the x population
0
 
LVL 1

Author Comment

by:allelopath
ID: 36576246
The question is:
How would I calculate a sample variance using Commons Math?
0
 
LVL 74

Accepted Solution

by:
sdstuber earned 500 total points
ID: 36576310
just apply the formulas above...

if VAR is sum of squares divided by n-1, then multiply by n-1 and then divide by n to get VARP


variance.evaluate(myDoubleArray) * ( myDoubleArray.length - 1) / myDoubleArray.length
0
 
LVL 27

Expert Comment

by:aburr
ID: 36576322
M is the mean of the sample (the mean of the populataion being unknown
0

Featured Post

Free Tool: Postgres Monitoring System

A PHP and Perl based system to collect and display usage statistics from PostgreSQL databases.

One of a set of tools we are providing to everyone as a way of saying thank you for being a part of the community.

Question has a verified solution.

If you are experiencing a similar issue, please ask a related question

Introduction This article is the second of three articles that explain why and how the Experts Exchange QA Team does test automation for our web site. This article covers the basic installation and configuration of the test automation tools used by…
Java functions are among the best things for programmers to work with as Java sites can be very easy to read and prepare. Java especially simplifies many processes in the coding industry as it helps integrate many forms of technology and different d…
Viewers will learn about the regular for loop in Java and how to use it. Definition: Break the for loop down into 3 parts: Syntax when using for loops: Example using a for loop:
This tutorial will introduce the viewer to VisualVM for the Java platform application. This video explains an example program and covers the Overview, Monitor, and Heap Dump tabs.

713 members asked questions and received personalized solutions in the past 7 days.

Join the community of 500,000 technology professionals and ask your questions.

Join & Ask a Question