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Questions - variance

Is there a fast (and accurate) way to calculate the sample variance of a data-set till the n-th element?

I need to calcualte the sample variance of a data-set till the n-th element e.g. x = np.random.randint(1, 7, 10) --> [5 2 2 5 3 5 2 5 4 2] The fast and easy way is using np.var(x) or a implementat...
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ugur

python

arrays

numpy

statistics

variance

Votes: 0

Answers: 2

Latest Answer

A simple way is to use pandas with expanding and var(ddof=0): import numpy as np import pandas as pd x = np.array([5, 2, 2, 5, 3, 5, 2, 5, 4, 2]) pd.Series(x).expanding().var(ddof=0).to_numpy() out...
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mozway

F-test with complex survey designs (R)

I would like to perform an F-test on the equality of variances between a a sample conducted with simple random sampling, and one which incorporates weighting and stratification into the survey design....
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Nate

r

survey

variance

hypothesis-test

Votes: 0

Answers: 1

Latest Answer

I don't think this is going to work. The design df you get from degf are intended to describe the uncertainty in the standard error of the mean, and related standard error estimates, not the uncertai...
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Thomas Lumley

Formula to recalculate population variance after removing a value

Let's say I have a data set of {10, 20, 30}. My mean and variance here are mean = 20 and variance = 66.667. Is there a formula that lets me calculate the new variance value if I was to remove 10 from...
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Asher Ross

algorithm

math

statistics

language-agnostic

variance

Votes: 0

Answers: 1

Latest Answer

To compute Mean and Variance we want 3 parameters: N - number of items Sx - sum of items Sxx - sum of items squared Having all these values we can find mean and variance as Mean = Sx / N Vari...
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Dmitry Bychenko

Calculating variance on a large number of samples in Python

I'm running a Monte Carlo simulation in python and storing the results of each trial in a list outcomes[]. Right now I'm running the sim for 5M trials. I'm trying to use Numpy to calculate the varianc...
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Fubudis

python

list

numpy

statistics

variance

Votes: 0

Answers: 0

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