Home » date » 2009 » Oct » 14 »

Part 3.1.3 Standaarddeviatie

*The author of this computation has been verified*
R Software Module: rwasp_variability.wasp (opens new window with default values)
Title produced by software: Variability
Date of computation: Wed, 14 Oct 2009 15:41:22 -0600
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Oct/14/t1255556598i68jag06lxvvz6x.htm/, Retrieved Wed, 14 Oct 2009 23:43:18 +0200
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Oct/14/t1255556598i68jag06lxvvz6x.htm/},
    year = {2009},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2009},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1.053783 1.123108 1.321799 1.234291 1.067602 1.382008 1.08056 1.268806 1.273885 0.816138 1.089049 1.085489 0.859848 0.98362 1.178877 1.08003 1.427673 1.01331 1.146058 1.205357 1.040412 0.691205 1.117582 0.931448 0.983285 1.149861 1.012445 1.038739 0.818023 1.033969 1.171472 1.180835 0.794133 0.898681 1.142857 0.850095 0.874007 1.178486 1.084516 1.031709 1.174044 1.011494 0.96816 1.277002 0.997622 0.522913 0.876703 0.979554 0.827699 1.002405 0.814286 1.071019 1.007241 0.935233 1.065689 1.038371 0.971946 0.627593 0.836538 1.002976 0.96849
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Variability - Ungrouped Data
Absolute range0.90476
Relative range (unbiased)5.26279734693551
Relative range (biased)5.30647276259475
Variance (unbiased)0.0295551719005169
Variance (biased)0.0290706608857544
Standard Deviation (unbiased)0.171916176959927
Standard Deviation (biased)0.170501204939303
Coefficient of Variation (unbiased)0.167276238492066
Coefficient of Variation (biased)0.165899455914842
Mean Squared Error (MSE versus 0)1.08531642818939
Mean Squared Error (MSE versus Mean)0.0290706608857544
Mean Absolute Deviation from Mean (MAD Mean)0.128764466541252
Mean Absolute Deviation from Median (MAD Median)0.128532131147541
Median Absolute Deviation from Mean0.0962901803278688
Median Absolute Deviation from Median0.102521000000000
Mean Squared Deviation from Mean0.0290706608857544
Mean Squared Deviation from Median0.029109483999541
Interquartile Difference (Weighted Average at Xnp)0.2055255
Interquartile Difference (Weighted Average at X(n+1)p)0.211117
Interquartile Difference (Empirical Distribution Function)0.207624
Interquartile Difference (Empirical Distribution Function - Averaging)0.207624
Interquartile Difference (Empirical Distribution Function - Interpolation)0.207624
Interquartile Difference (Closest Observation)0.211409
Interquartile Difference (True Basic - Statistics Graphics Toolkit)0.211117
Interquartile Difference (MS Excel (old versions))0.211117
Semi Interquartile Difference (Weighted Average at Xnp)0.10276275
Semi Interquartile Difference (Weighted Average at X(n+1)p)0.1055585
Semi Interquartile Difference (Empirical Distribution Function)0.103812
Semi Interquartile Difference (Empirical Distribution Function - Averaging)0.103812
Semi Interquartile Difference (Empirical Distribution Function - Interpolation)0.103812
Semi Interquartile Difference (Closest Observation)0.1057045
Semi Interquartile Difference (True Basic - Statistics Graphics Toolkit)0.1055585
Semi Interquartile Difference (MS Excel (old versions))0.1055585
Coefficient of Quartile Variation (Weighted Average at Xnp)0.0992726224137981
Coefficient of Quartile Variation (Weighted Average at X(n+1)p)0.101606123405644
Coefficient of Quartile Variation (Empirical Distribution Function)0.0999109759442565
Coefficient of Quartile Variation (Empirical Distribution Function - Averaging)0.0999109759442565
Coefficient of Quartile Variation (Empirical Distribution Function - Interpolation)0.0999109759442565
Coefficient of Quartile Variation (Closest Observation)0.101917991809305
Coefficient of Quartile Variation (True Basic - Statistics Graphics Toolkit)0.101606123405644
Coefficient of Quartile Variation (MS Excel (old versions))0.101606123405644
Number of all Pairs of Observations1830
Squared Differences between all Pairs of Observations0.0591103438010339
Mean Absolute Differences between all Pairs of Observations0.191286453551913
Gini Mean Difference0.191286453551912
Leik Measure of Dispersion0.509879202771802
Index of Diversity0.983155366729953
Index of Qualitative Variation0.999541289508786
Coefficient of Dispersion0.124534165474257
Observations61
 
Charts produced by software:
 
Parameters (Session):
 
Parameters (R input):
 
R code (references can be found in the software module):
num <- 50
res <- array(NA,dim=c(num,3))
q1 <- function(data,n,p,i,f) {
np <- n*p;
i <<- floor(np)
f <<- np - i
qvalue <- (1-f)*data[i] + f*data[i+1]
}
q2 <- function(data,n,p,i,f) {
np <- (n+1)*p
i <<- floor(np)
f <<- np - i
qvalue <- (1-f)*data[i] + f*data[i+1]
}
q3 <- function(data,n,p,i,f) {
np <- n*p
i <<- floor(np)
f <<- np - i
if (f==0) {
qvalue <- data[i]
} else {
qvalue <- data[i+1]
}
}
q4 <- function(data,n,p,i,f) {
np <- n*p
i <<- floor(np)
f <<- np - i
if (f==0) {
qvalue <- (data[i]+data[i+1])/2
} else {
qvalue <- data[i+1]
}
}
q5 <- function(data,n,p,i,f) {
np <- (n-1)*p
i <<- floor(np)
f <<- np - i
if (f==0) {
qvalue <- data[i+1]
} else {
qvalue <- data[i+1] + f*(data[i+2]-data[i+1])
}
}
q6 <- function(data,n,p,i,f) {
np <- n*p+0.5
i <<- floor(np)
f <<- np - i
qvalue <- data[i]
}
q7 <- function(data,n,p,i,f) {
np <- (n+1)*p
i <<- floor(np)
f <<- np - i
if (f==0) {
qvalue <- data[i]
} else {
qvalue <- f*data[i] + (1-f)*data[i+1]
}
}
q8 <- function(data,n,p,i,f) {
np <- (n+1)*p
i <<- floor(np)
f <<- np - i
if (f==0) {
qvalue <- data[i]
} else {
if (f == 0.5) {
qvalue <- (data[i]+data[i+1])/2
} else {
if (f < 0.5) {
qvalue <- data[i]
} else {
qvalue <- data[i+1]
}
}
}
}
iqd <- function(x,def) {
x <-sort(x[!is.na(x)])
n<-length(x)
if (def==1) {
qvalue1 <- q1(x,n,0.25,i,f)
qvalue3 <- q1(x,n,0.75,i,f)
}
if (def==2) {
qvalue1 <- q2(x,n,0.25,i,f)
qvalue3 <- q2(x,n,0.75,i,f)
}
if (def==3) {
qvalue1 <- q3(x,n,0.25,i,f)
qvalue3 <- q3(x,n,0.75,i,f)
}
if (def==4) {
qvalue1 <- q4(x,n,0.25,i,f)
qvalue3 <- q4(x,n,0.75,i,f)
}
if (def==5) {
qvalue1 <- q5(x,n,0.25,i,f)
qvalue3 <- q5(x,n,0.75,i,f)
}
if (def==6) {
qvalue1 <- q6(x,n,0.25,i,f)
qvalue3 <- q6(x,n,0.75,i,f)
}
if (def==7) {
qvalue1 <- q7(x,n,0.25,i,f)
qvalue3 <- q7(x,n,0.75,i,f)
}
if (def==8) {
qvalue1 <- q8(x,n,0.25,i,f)
qvalue3 <- q8(x,n,0.75,i,f)
}
iqdiff <- qvalue3 - qvalue1
return(c(iqdiff,iqdiff/2,iqdiff/(qvalue3 + qvalue1)))
}
range <- max(x) - min(x)
lx <- length(x)
biasf <- (lx-1)/lx
varx <- var(x)
bvarx <- varx*biasf
sdx <- sqrt(varx)
mx <- mean(x)
bsdx <- sqrt(bvarx)
x2 <- x*x
mse0 <- sum(x2)/lx
xmm <- x-mx
xmm2 <- xmm*xmm
msem <- sum(xmm2)/lx
axmm <- abs(x - mx)
medx <- median(x)
axmmed <- abs(x - medx)
xmmed <- x - medx
xmmed2 <- xmmed*xmmed
msemed <- sum(xmmed2)/lx
qarr <- array(NA,dim=c(8,3))
for (j in 1:8) {
qarr[j,] <- iqd(x,j)
}
sdpo <- 0
adpo <- 0
for (i in 1:(lx-1)) {
for (j in (i+1):lx) {
ldi <- x[i]-x[j]
aldi <- abs(ldi)
sdpo = sdpo + ldi * ldi
adpo = adpo + aldi
}
}
denom <- (lx*(lx-1)/2)
sdpo = sdpo / denom
adpo = adpo / denom
gmd <- 0
for (i in 1:lx) {
for (j in 1:lx) {
ldi <- abs(x[i]-x[j])
gmd = gmd + ldi
}
}
gmd <- gmd / (lx*(lx-1))
sumx <- sum(x)
pk <- x / sumx
ck <- cumsum(pk)
dk <- array(NA,dim=lx)
for (i in 1:lx) {
if (ck[i] <= 0.5) dk[i] <- ck[i] else dk[i] <- 1 - ck[i]
}
bigd <- sum(dk) * 2 / (lx-1)
iod <- 1 - sum(pk*pk)
res[1,] <- c('Absolute range','http://www.xycoon.com/absolute.htm', range)
res[2,] <- c('Relative range (unbiased)','http://www.xycoon.com/relative.htm', range/sd(x))
res[3,] <- c('Relative range (biased)','http://www.xycoon.com/relative.htm', range/sqrt(varx*biasf))
res[4,] <- c('Variance (unbiased)','http://www.xycoon.com/unbiased.htm', varx)
res[5,] <- c('Variance (biased)','http://www.xycoon.com/biased.htm', bvarx)
res[6,] <- c('Standard Deviation (unbiased)','http://www.xycoon.com/unbiased1.htm', sdx)
res[7,] <- c('Standard Deviation (biased)','http://www.xycoon.com/biased1.htm', bsdx)
res[8,] <- c('Coefficient of Variation (unbiased)','http://www.xycoon.com/variation.htm', sdx/mx)
res[9,] <- c('Coefficient of Variation (biased)','http://www.xycoon.com/variation.htm', bsdx/mx)
res[10,] <- c('Mean Squared Error (MSE versus 0)','http://www.xycoon.com/mse.htm', mse0)
res[11,] <- c('Mean Squared Error (MSE versus Mean)','http://www.xycoon.com/mse.htm', msem)
res[12,] <- c('Mean Absolute Deviation from Mean (MAD Mean)', 'http://www.xycoon.com/mean2.htm', sum(axmm)/lx)
res[13,] <- c('Mean Absolute Deviation from Median (MAD Median)', 'http://www.xycoon.com/median1.htm', sum(axmmed)/lx)
res[14,] <- c('Median Absolute Deviation from Mean', 'http://www.xycoon.com/mean3.htm', median(axmm))
res[15,] <- c('Median Absolute Deviation from Median', 'http://www.xycoon.com/median2.htm', median(axmmed))
res[16,] <- c('Mean Squared Deviation from Mean', 'http://www.xycoon.com/mean1.htm', msem)
res[17,] <- c('Mean Squared Deviation from Median', 'http://www.xycoon.com/median.htm', msemed)
load(file='createtable')
mylink1 <- hyperlink('http://www.xycoon.com/difference.htm','Interquartile Difference','')
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_1.htm','(Weighted Average at Xnp)',''),sep=' ')
res[18,] <- c('', mylink2, qarr[1,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_2.htm','(Weighted Average at X(n+1)p)',''),sep=' ')
res[19,] <- c('', mylink2, qarr[2,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_3.htm','(Empirical Distribution Function)',''),sep=' ')
res[20,] <- c('', mylink2, qarr[3,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_4.htm','(Empirical Distribution Function - Averaging)',''),sep=' ')
res[21,] <- c('', mylink2, qarr[4,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_5.htm','(Empirical Distribution Function - Interpolation)',''),sep=' ')
res[22,] <- c('', mylink2, qarr[5,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_6.htm','(Closest Observation)',''),sep=' ')
res[23,] <- c('', mylink2, qarr[6,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_7.htm','(True Basic - Statistics Graphics Toolkit)',''),sep=' ')
res[24,] <- c('', mylink2, qarr[7,1])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_8.htm','(MS Excel (old versions))',''),sep=' ')
res[25,] <- c('', mylink2, qarr[8,1])
mylink1 <- hyperlink('http://www.xycoon.com/deviation.htm','Semi Interquartile Difference','')
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_1.htm','(Weighted Average at Xnp)',''),sep=' ')
res[26,] <- c('', mylink2, qarr[1,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_2.htm','(Weighted Average at X(n+1)p)',''),sep=' ')
res[27,] <- c('', mylink2, qarr[2,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_3.htm','(Empirical Distribution Function)',''),sep=' ')
res[28,] <- c('', mylink2, qarr[3,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_4.htm','(Empirical Distribution Function - Averaging)',''),sep=' ')
res[29,] <- c('', mylink2, qarr[4,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_5.htm','(Empirical Distribution Function - Interpolation)',''),sep=' ')
res[30,] <- c('', mylink2, qarr[5,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_6.htm','(Closest Observation)',''),sep=' ')
res[31,] <- c('', mylink2, qarr[6,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_7.htm','(True Basic - Statistics Graphics Toolkit)',''),sep=' ')
res[32,] <- c('', mylink2, qarr[7,2])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_8.htm','(MS Excel (old versions))',''),sep=' ')
res[33,] <- c('', mylink2, qarr[8,2])
mylink1 <- hyperlink('http://www.xycoon.com/variation1.htm','Coefficient of Quartile Variation','')
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_1.htm','(Weighted Average at Xnp)',''),sep=' ')
res[34,] <- c('', mylink2, qarr[1,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_2.htm','(Weighted Average at X(n+1)p)',''),sep=' ')
res[35,] <- c('', mylink2, qarr[2,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_3.htm','(Empirical Distribution Function)',''),sep=' ')
res[36,] <- c('', mylink2, qarr[3,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_4.htm','(Empirical Distribution Function - Averaging)',''),sep=' ')
res[37,] <- c('', mylink2, qarr[4,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_5.htm','(Empirical Distribution Function - Interpolation)',''),sep=' ')
res[38,] <- c('', mylink2, qarr[5,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_6.htm','(Closest Observation)',''),sep=' ')
res[39,] <- c('', mylink2, qarr[6,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_7.htm','(True Basic - Statistics Graphics Toolkit)',''),sep=' ')
res[40,] <- c('', mylink2, qarr[7,3])
mylink2 <- paste(mylink1,hyperlink('http://www.xycoon.com/method_8.htm','(MS Excel (old versions))',''),sep=' ')
res[41,] <- c('', mylink2, qarr[8,3])
res[42,] <- c('Number of all Pairs of Observations', 'http://www.xycoon.com/pair_numbers.htm', lx*(lx-1)/2)
res[43,] <- c('Squared Differences between all Pairs of Observations', 'http://www.xycoon.com/squared_differences.htm', sdpo)
res[44,] <- c('Mean Absolute Differences between all Pairs of Observations', 'http://www.xycoon.com/mean_abs_differences.htm', adpo)
res[45,] <- c('Gini Mean Difference', 'http://www.xycoon.com/gini_mean_difference.htm', gmd)
res[46,] <- c('Leik Measure of Dispersion', 'http://www.xycoon.com/leiks_d.htm', bigd)
res[47,] <- c('Index of Diversity', 'http://www.xycoon.com/diversity.htm', iod)
res[48,] <- c('Index of Qualitative Variation', 'http://www.xycoon.com/qualitative_variation.htm', iod*lx/(lx-1))
res[49,] <- c('Coefficient of Dispersion', 'http://www.xycoon.com/dispersion.htm', sum(axmm)/lx/medx)
res[50,] <- c('Observations', '', lx)
res
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Variability - Ungrouped Data',2,TRUE)
a<-table.row.end(a)
for (i in 1:num) {
a<-table.row.start(a)
if (res[i,1] != '') {
a<-table.element(a,hyperlink(res[i,2],res[i,1],''),header=TRUE)
} else {
a<-table.element(a,res[i,2],header=TRUE)
}
a<-table.element(a,res[i,3])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by