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Jos
Posts:
1,266
Registered:
10/24/08


Re: Standard deviation
Posted:
Jan 28, 2013 9:42 AM


"Paul " <paulrockt@gmx.de> wrote in message <ke61o4$4n8$1@newscl01ah.mathworks.com>... > Hi together, > i calculate the standard deviaton in MATLAB and to the check the results i reculculated manually in MATLAB and Excel and i got different results. I split the formula in MATLAB to calculate the individual terms and as result i have received the same as in Excel. Is there a known problem with the standard deviation in MATLAB? > > My example: > > test = 18.2264 17.7185 15.4258 15.4092 > > mean_test = 16.6950 <<< mean_test= mean(test) > > sqr = 278.7222 <<< sqr= mean_test^2 > > test_sqr = 332.2018 313.9459 237.9556 237.4423 <<< test_sqr= test.^2 > > diff = 53.4796 35.2237 40.7666 41.2799 <<< diff = bsxfun(@minus,test_sqr,sqr) > > sum = 6.6568 <<< summe = sum(diff(:)) > > norm = 1.6642 <<< norm = 0.25*summe > > final = 1.2900 <<< final = norm^0.5 > > my results > > in Excel: 1.2901 > in MATLAB (manually): 1.2900 > in MATLAB (with "stdev"): 1.0931 > > Can someone explain this to me? > > Thanks,Paul
From the help of STD " STD normalizes Y by (N1), where N is the sample size. This is the sqrt of an unbiased estimator of the variance of the population from which X is drawn, as long as X consists of independent, identically distributed samples. Y = STD(X,1) normalizes by N and produces the square root of the second moment of the sample about its mean. " Indeed, for your example, std(test,1) gives 1.29 ...
For more info see doc std and http://en.wikipedia.org/wiki/Standard_deviation
hth ~ Jos



