It is correct. Check for unbiasedness on the web: (e.g. http://en.wikipedia.org/wiki/Unbiasedness)
On Thu, May 13, 2010 at 4:35 PM, Srimal Jayawardena <[email protected]>wrote: > Hi > > I'm not an expert in statistics but I just realised that in the > covariance definition used for > > double gsl_stats_covariance (const double data1[], const size_t > stride1, const double data2[], const size_t stride2, const size_t n) > > http://www.gnu.org/software/gsl/manual/html_node/Covariance.html > > covar = (1/(n - 1)) \sum_{i = 1}^{n} (x_i - \Hat x) (y_i - \Hat y) > > Is there any particular reason for dividing with (n-1) instead of just 'n' > ? > > Whats the reasoning behind this ? > > Thanks in advance > > Srimal. > > -- > ~ > Srimal Jayawardena > BSc (Engineering), BIT, MIET > PhD Candidate > Research School of Information Sciences and Engineering > College of Engineering and Computer Science > Building 115, Corner of North and Daley Roads > Australian National University > T: +61 2 6125 1771 > M: +61 422 684 854 > F: +61 2 6125 8651 > > ANU Contact Info : http://arp.anu.edu.au/user/3788 > > http://srimal.sri-lankan.net/ > http://srimal-techdiary.blogspot.com/ > > _______________________________________________ > Help-gsl mailing list > [email protected] > http://lists.gnu.org/mailman/listinfo/help-gsl > _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
