Class WeightedVariance
- java.lang.Object
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- dev.nm.stat.descriptive.moment.weighted.WeightedVariance
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- All Implemented Interfaces:
Statistic
public class WeightedVariance extends Object implements Statistic
The weighted sample variance is defined as follows. The biased sample variance is: \[ \sigma^2 = \frac{\sum_{i=1}^N w_i \left(x_i - \mu^*\right)^2 }{V_1} \] where \(V_1 = \sum_{i=1}^N w_i\) and \(\mu^*\) is the weighted mean. The unbiased sample variance is (assuming each \(x_i\) is drawn from a Gaussian distribution with variance \(1 / w_i\)): \[ s^2\ = \frac {V_1} {V_1^2-V_2} \sum_{i=1}^N w_i \left(x_i - \mu^*\right)^2 \] where \(V_2 = \sum_{i=1}^N {w_i^2}\).
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Constructor Summary
Constructors Constructor Description WeightedVariance()WeightedVariance(boolean unbiased)WeightedVariance(double[] data, double[] weights)WeightedVariance(double[] data, double[] weights, boolean unbiased)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description voidaddData(double... data)Recompute the statistic with more data, incrementally if possible.voidaddData(double[] data, double[] weights)longN()Get the size of the sample.doublestdev()doublevalue()Get the value of the statistic.
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Method Detail
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addData
public void addData(double... data)
Description copied from interface:StatisticRecompute the statistic with more data, incrementally if possible.
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addData
public void addData(double[] data, double[] weights)
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N
public long N()
Description copied from interface:StatisticGet the size of the sample.
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value
public double value()
Description copied from interface:StatisticGet the value of the statistic.
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stdev
public double stdev()
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