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3 messages · Jessie Todd, Rolf Turner, Rui Barradas

Jessie Todd
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I don?t know if my question is answerable, but it is worth a try. I have a data set that I am trying to analyze in R for a course and the instructions were to get a standard deviation which I already computed in R and use that number and change it to a biased standard deviation?.(I have the two equations and I understand the difference between the two and how the unbiased has the degree of freedom?..I just do not know how use my standard deviation and transform it in R to a biased one.
Thanks in advance,
Jessie
Rolf Turner
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On 14/09/17 07:50, Jessie Todd wrote:

            

      
      
      
    

        
This list has a no-homework policy, and I would say "ask your lecturer" 
but it seems your lecturer could be a bit out to lunch, so that might be 
bad advice.

Standard deviations estimates are *always* biased!  (That might be a 
slight overstatement but it is essentially correct.)

What may be biased or unbiased are *variance* estimates.  In the 
simplest setting:

    V1 = (1/n) sum_{i=1)^n (x_i - xbar)^2 is biased.

I.e. E(V1) is not equal to sigma^2, the population variance.

    V2 = (1/(n-1)) sum_{i=1)^n (x_i - xbar)^2 is unbiased.

I.e. E(V2) *is* equal to sigma^2.

The var() function in R gives you the unbiased estimate of variance.

It's a piece of cake to obtain the biased estimate of variance from the
unbiased one --- just multiply by appropriate constant.  (Hint:  this 
constant involves n and n-1. :-) )

What your lecturer *probably* wants you to do is form the biased 
estimate of variance and then estimate the standard deviation by taking
the square root of the biased estimate.

To verify whether the foregoing conjecture is true, you'll have to ask 
your lecturer.  Good luck

Note *both* sqrt(V1) and sqrt(V2) are *biased* estimates of sigma (the 
population standard deviation).

HTH

cheers,

Rolf Turner

  
    

      
      
    

  


  


      

    

    

      
      

        


  

        

      Rui Barradas
    

    

      
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Hello,

Post the two equations, a sample dataset and what you have tried, please.
At the bottom of every mail there's a link to the posting guide where  
you will find instructions on how to ask a good question.

Hope this helps,

Rui Barradas


Citando Jessie Todd <jetodd94 at gmail.com>: