variance euqation?

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david753
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variance euqation?

Post by david753 »

Recently, I am studying DSP paper.
http://user52.starbeta.org/others/ch2.pdf
At page16, there is equation2-3
Please refering the the first equation on the document.
http://user52.starbeta.org/others/question.doc
I supposed it is wrong.
I revised it as the second equation on the document.
Am I right?
Mike6158
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Re: variance euqation?

Post by Mike6158 »

Do you have a link to the entire document? <p>I'm afraid that I can't confidently answer your question. My probability / statistics skills have long since eroded to the point of being useless.<p>[ December 03, 2004: Message edited by: NE5U ]</p>
"If the nucleus of a sodium atom were the size of a golf ball, the outermost electrons would lie 2 miles away. Atoms, like galaxies, are cathedrals of cavernous space. Matter is energy."
terri
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Re: variance euqation?

Post by terri »

In the right hand term in the TOP equation shown in the<p>http://user52.starbeta.org/others/question.doc<p>link, you are taking the sum of the indexed values from i= 1 to i = n, and then dividing by n to get the average value of x. This would be proper.<p>In the right hand term in the BOTTOM equation shown in that link, you are taking each of the values of x and dividing each value by n BEFORE summing them. This would seem to make it a meaningless term.<p>I could not get my 40 year old statistics books out of storage to confirm this, but I am pretty sure the top equation is correct for a computational method of calculating variance.<p>I found some problem in interpreting the equations because of the lack of proper symbols in the *.PDF file, so I think you may have missed a bracket or a parenthesis in doing your transformation of the equation.<p>I recommend taking a few sample values and calculating standard deviation and variance using both the "hard way" and the computational way to confirm the correct computational formula.<p>The n-1 is to correct a sampling bias and without reading the rest of the *.PDF file, the author should give a derivation of this later in the article.
terri wd0edw
david753
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Re: variance euqation?

Post by david753 »

Thnaks for your reply, first.
I still confused what you said.
Then, I updated the file, that attached my explaination.
If you are not agree with my ratiocination, could you explain and prove it step by step as I did?
How does the equation on page14 become the equation on page16?<p>P.S. If you cannot see completely symbols on pdf file, trying to update version to 6.0.
david753
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Re: variance euqation?

Post by david753 »

http://user52.starbeta.org/others/ANSWER.DOC
I already found the answer.
Thanks for help.
terri
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Re: variance euqation?

Post by terri »

What was the answer?<p>I forgot I was using an old version of adobe. Thanks for the reminder.
terri wd0edw
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