I am computing the SD of a vector using Apache Commons Math. The problem: I get different values than by hand
DescriptiveStatistics stats = new DescriptiveStatistics();
stats.addValue(value1);
...
stats.addValue(value8);
stats.getStandardDeviation();
E.g., take the values [1699.0, 1819.0, 1699.0, 1719.0, 1689.0, 1709.0, 1819.0, 1689.0]. SD should be 52.067 but Commons Math = 55.662.
What am I doing wrong?
The Apache StandardDeviation class can be used for computing both values: "Standard Deviation" and "Population Standard deviation".
For computing the second value initialize it with
StandardDeviation sd = new StandardDeviation(false);
Example:
double[] v = {1.0, 2.0, 3.0, 4.0, 5.0};
StandardDeviation sd = new StandardDeviation(false);
sd.evaluate(v);
// returns 1.414
StandardDeviation sd2 = new StandardDeviation();
sd2.evaluate(v);
// returns 1.581