https://github.com/beliavsky/standard-deviation-estimators
simulate some estimators of the standard deviation
https://github.com/beliavsky/standard-deviation-estimators
statistics
Last synced: 6 months ago
JSON representation
simulate some estimators of the standard deviation
- Host: GitHub
- URL: https://github.com/beliavsky/standard-deviation-estimators
- Owner: Beliavsky
- Created: 2021-11-22T01:06:01.000Z (over 4 years ago)
- Default Branch: main
- Last Pushed: 2021-11-23T13:15:00.000Z (over 4 years ago)
- Last Synced: 2025-01-30T07:42:42.786Z (over 1 year ago)
- Topics: statistics
- Language: Fortran
- Homepage:
- Size: 14.6 KB
- Stars: 1
- Watchers: 2
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
# Standard Deviation Estimators
Simulate some estimators of the standard deviation presented at the [Wikipedia](https://en.wikipedia.org/wiki/Standard_deviation), as [discussed](https://fortran-lang.discourse.group/t/simulating-estimators-for-the-standard-deviation/2317) at Fortran Discourse.
Compile with ```gfortran kind.f90 stdev.f90 ziggurat.f90 xstdev.f90```.
Truncated output:
```OVERALL
method avg_sd rmse avg_error
1 0.9924683782 0.0002245609 0.0567451915
2 0.9974682505 0.0002245620 0.0566951266
3 0.9999966912 0.0002249881 0.0567783850
4 0.9999902820 0.0002249867 0.0567780829
5 0.9949588924 0.0002244215 0.0566846522
```
Besides method 2, which divides the sum of squared deviations by `(n-1)`, method 5, which divides by `(n-0.5)`, also looks good, having lower bias and RMSE than method 1, which divides by `n`.