[R] Different value between R variance and definition ofvariance
Stefano Calza
stef at biostatistics.it
Wed Nov 28 10:23:56 CET 2007
Hi!
maybe because sample variance has N-1 at the denominator (say degrees of freedom)?
so
all.equal((sum(x^2) - 100*mean(x)^2)/99, var(x)) ## TRUE
but
(sum(x^2) - 100*mean(x)^2)/100 # == your value
Stef
On Wed, Nov 28, 2007 at 09:56:58AM +0100, Tine wrote:
<Tine>Hi!
<Tine>
<Tine>Let us define random variable:
<Tine> > x = seq(0,1,length=100)
<Tine>
<Tine>If we calculate variance following definition E[(x-E(x))^2] we get:
<Tine> > mean( (x - mean(x))^2 ) # == mean(x^2) - mean(x)^2
<Tine>0.08501684
<Tine>
<Tine>And if we use internal R function var:
<Tine> > var(x)
<Tine>0.08587559
<Tine>
<Tine>Can anyone tells me why the difference?
<Tine>
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