Standard deviation in numpy

user1700890 picture user1700890 · Dec 2, 2015 · Viewed 75.7k times · Source

Here is my code:

import numpy as np
print(np.std(np.array([0,1])))

it produces 0.5

I am confident that this is incorrect. What am I doing wrong?

Answer

Mad Physicist picture Mad Physicist · Dec 2, 2015

By default, numpy.std returns the population standard deviation, in which case np.std([0,1]) is correctly reported to be 0.5. If you are looking for the sample standard deviation, you can supply an optional ddof parameter to std():

>>> np.std([0, 1], ddof=1)
0.70710678118654757

ddof modifies the divisor of the sum of the squares of the samples-minus-mean. The divisor is N - ddof, where the default ddof is 0 as you can see from your result.