Standard deviation of decimal numbers
    11 visualizaciones (últimos 30 días)
  
       Mostrar comentarios más antiguos
    
    Jill Gallaher
 el 26 de Jun. de 2019
  
    
    
    
    
    Comentada: Jill Gallaher
 el 26 de Jun. de 2019
            Why is it that when I take the standard deviation of a list of equal numbers less than one that I get a non-zero standard deviation? Further, I get different standard deviations depending on the length of the list? I am looping through many lists of many sizes that are mainly non-zero standard deviations, so it often maybe doesn't matter. However, I'm calculating the fraction of one standard deviation over the other in this case, and it can result in orders of magnitude difference when it should be zero. I can get around this by checking for stds less than a non-zero amount, but I'm wondering why this is so. In other code, I've assumed that my conditional statements for dividing by zero was enough. Any ideas?
In other words, my thoughts are that this code should give all zeros:
x1=1*ones(100,1);
std(x1)
x2=1*ones(1000,1);
std(x2)
x1=0.1*ones(100,1);
std(x1)
x2=0.1*ones(1000,1);
std(x2)
0 comentarios
Respuesta aceptada
  David Goodmanson
      
      
 el 26 de Jun. de 2019
        Hi Jill,
This is just the usual numerical 'error' due to the limitations of floating point arithmetic.  
std(.1*(ones(1,1e5)))
ans = 2.5202e-14
It's not zero, but it's still pretty small, considering that 100,000 numbers are involved.  If you try format hex, which shows what's taking place in memory,
format hex
.1
ans = 3fb999999999999a
it doesn't take an expert in floating point to see that there is some compromise rounding going on.  Most numbers with decimal digits are like this.  On the other hand,
>> std(.125*(ones(1,1e5)))
ans =  0000000000000000
and you get zero, because .125 = 1/8 has an exact binary representation:
.125
ans = 3fc0000000000000
Más respuestas (1)
  gonzalo Mier
      
 el 26 de Jun. de 2019
        The error you are obtaining is less than 1e-15, which is 0 in practice. If you want to consider this case, you can use a threshold of 1e-10 for example like
if abs(x)<threshold
    x=0;
end
Usually this kind of problems appear due to finite precision doing the calculus. One ore two bits of difference in a 32 bits variable creates small errors like this. 
0 comentarios
Ver también
Categorías
				Más información sobre Assembly en Help Center y File Exchange.
			
	Productos
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!


