computing the variance

Le 05.12.2005 09:53, Wang Tian Hua a ??crit :

hi,
when i was computing the variance of a simple vector, i found unexpect 
result. not sure whether it is a bug.

var(c(1,2,3))

[1] 1  #which should be 2/3.

var(c(1,2,3,4,5))

[1] 2.5 #which should be 10/5=2

it seems to me that the program uses (sample size -1) instead of sample 
size at the denominator. how can i rectify this?

regards,
tianhua
 

These results are expected, it is so not a bug.
 From details section in ?var
    The denominator n - 1 is used which gives an unbiased estimator of
     the (co)variance for i.i.d. observations. (.....)

If you really want biased variance, work around :

biasedVar <- function(x, ...){
  n <- length(x)
  (n-1) / n * var(x,...)
}

Romain

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| Romain FRANCOIS - http://francoisromain.free.fr               |
| Doctorant INRIA Futurs / EDF                                  |
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