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MeasuresVariance Method (Double, Boolean)
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Computes the Variance of the given values.
Namespace:
Accord.Statistics
Assembly:
Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax public static double Variance(
this double[] values,
bool unbiased
)
<ExtensionAttribute>
Public Shared Function Variance (
values As Double(),
unbiased As Boolean
) As Double
Request Example
View SourceParameters
- values
- Type: SystemDouble
A double precision number array containing the vector members. - unbiased
- Type: SystemBoolean
Pass true to compute the sample variance; or pass false to compute
the population variance. See remarks for more details.
Return Value
Type:
DoubleThe variance of the given data.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type . When you use instance method syntax to call this method, omit the first parameter. For more information, see
Extension Methods (Visual Basic) or
Extension Methods (C# Programming Guide).
Remarks
Setting unbiased to true will make this method
compute the variance σ² using the sample variance, which is an unbiased
estimator of the true population variance. Setting this parameter to true
will thus compute σ² using the following formula:
N
σ² = 1 / (N - 1) ∑ (x_i − μ)²
i=1
Setting unbiased to false will assume the given values
already represent the whole population, and will compute the population variance
using the formula:
N
σ² = (1 / N) ∑ (x_i − μ)²
i=1
See Also