Re: stat: standard deviation

[<pl...@pi...>]

On 08/31/14 02:20, sfeam wrote:
> Gnuplot "stats" is not calculating the sample standard deviation.
>
> That is exactly the point being raised.
>
> The standard deviation, skew and kurtosis values all use a full-population
>
> assumption rather than being corrected for finite sampling.
>
> I definitely agree this should be clearly stated in the documentation,
>
> and I'll work on editing gnuplot.doc to include the relevant equation
>
> for each variable STATS_*.
>
> However that does not resolve the question of whether gnuplot should
>
> be reporting the finite-sampling assumption values instead of, or in
>
> addition to, what it reports now.
>
> By the way, this same point came up a while back with regard to the
>
> calculation of the bandwidth in "smooth kdensity".
>
> The code currently uses the population standard deviation, but arguably
>
> should use the sample-based standard deviation instead.
>
> The question did not generate any discussion at that time.
>
> Ethan
>

Is there any difficulty in simply providing both, clearly labelled 
sample SD and population SD. This forces anyone who does not know what 
that means to find out ( or if the difference is small carry on 
regardless ).  Relevant assumptions made about the population, degrees 
of freedom etc explained in help.

I don't recall the kdensity discussion. I usually use a suitable 
low-pass filter if I want "smooth" data, though I do on occasion use the 
bezier spline.

Peter.