Standard deviation with Apache Commons Math

Question

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?

Goran

Answer 1

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

Valid

Answer 2

Apache is giving you the "Standard Deviation" but you are looking for the "Population Standard Deviation"

Maybe you could use getPopulationVariance() and then take the square root yourself? I don't see a function for this in the DS library.

Borage