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SampleCorrectedStandardDeviation Property

Gets the Bessel-corrected standard deviation.

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
public double CorrectedStandardDeviation { get; }

Property Value

Type: Double

This probably isn't the quantity you want, even though it is what many software packages refer to as the "standard deviation". It is the square root of the sum of squared deviations from the mean, divided by n-1 instead of n.

Using n-1 instead of n in the formula for variance produces an unbiased estimator of the PopulationVariance. But using n-1 instead of n in the formula for standard deviation, which is how this property is computed, does not produce an unbiased estimator of the population's standard deviation. Our implementation of PopulationStandardDeviation does a better job of reducing bias, so you should use it instead if that is what you are trying to estimate. The main reason this property exists at all is to satisfy users who want to compute the exact same value that another software package did.

See Also