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Calculating Population Standard Deviation in R

Looking for a way to calculate Population Standard Deviation in R -- using greater than 10 samples. Unable to extract the source C code in R to find the method of calculation.

# Sample Standard Deviation 
# Note: All the below match with 10 or less samples
n <- 10 # 10 or greater it shifts calculation
set.seed(1)
x <- rnorm(n, 10)

# Sample Standard Deviation
sd(x)
# [1] 0.780586
sqrt(sum((x - mean(x))^2)/(n - 1))
# [1] 0.780586
sqrt(sum(x^2 - 2*mean(x)*x + mean(x)^2)/(n - 1)) # # Would like the Population Standard Deviation equivalent using this.
# [1] 0.780586
sqrt( (n/(n-1)) * ( ( (sum(x^2)/(n)) ) - (sum(x)/n) ^2 ) )
# [1] 0.780586

Now, the Population Standard Deviation needs to match sd(x) with 100 count.

# Population Standard Deviation 
n <- 100 
set.seed(1)
x <- rnorm(x, 10)

sd(x)
# [1] 0.780586

sqrt(sum((x - mean(x))^2)/(n))
# [1] 0.2341758

sqrt(sum(x^2 - 2*mean(x)*x + mean(x)^2)/(n)) 
# [1] 0.2341758

# Got this to work above using (eventual goal, to fix the below):
# https://en.wikipedia.org/wiki/Algebraic_formula_for_the_variance
sqrt( (n/(n-1)) * ( ( (sum(x^2)/(n)) ) - (sum(x)/n) ^2 ) )  # Would like the Population Standard Deviation equivalent using this.
# [1] 3.064027
like image 532
eyeOfTheStorm Avatar asked Jun 03 '17 00:06

eyeOfTheStorm


2 Answers

Please check the question. The first argument of rnorm should be n.

The population and sample standard deviations are:

sqrt((n-1)/n) * sd(x) # pop
## [1] 0.8936971

sd(x) # sample
## [1] 0.8981994

They can also be calculated like this:

library(sqldf)
library(RH2)

sqldf("select stddev_pop(x), stddev_samp(x) from X")
##   STDDEV_POP("x") STDDEV_SAMP("x")
## 1       0.8936971        0.8981994

Note: We used this test data:

set.seed(1)
n <- 100
x <- rnorm(n)
X <- data.frame(x)
like image 129
G. Grothendieck Avatar answered Nov 17 '22 13:11

G. Grothendieck


I think that the easiest way is to just define it quickly from sd:

sd.p=function(x){sd(x)*sqrt((length(x)-1)/length(x))}
like image 4
Bernhard Avatar answered Nov 17 '22 11:11

Bernhard