Standard deviation of a list

Question

Since Python 3.4 / PEP450 there is a statistics module in the standard library, which has a method stdev for calculating the standard deviation of iterables like yours:

>>> A_rank = [0.8, 0.4, 1.2, 3.7, 2.6, 5.8]
>>> import statistics
>>> statistics.stdev(A_rank)
2.0634114147853952

I would put A_Rank et al into a 2D NumPy array, and then use numpy.mean() and numpy.std() to compute the means and the standard deviations:

In [17]: import numpy

In [18]: arr = numpy.array([A_rank, B_rank, C_rank])

In [20]: numpy.mean(arr, axis=0)
Out[20]: 
array([ 0.7       ,  2.2       ,  1.8       ,  2.13333333,  3.36666667,
        5.1       ])

In [21]: numpy.std(arr, axis=0)
Out[21]: 
array([ 0.45460606,  1.29614814,  1.37355985,  1.50628314,  1.15566239,
        1.2083046 ])

Here's some pure-Python code you can use to calculate the mean and standard deviation.

All code below is based on the statistics module in Python 3.4+.

def mean(data):
    """Return the sample arithmetic mean of data."""
    n = len(data)
    if n < 1:
        raise ValueError('mean requires at least one data point')
    return sum(data)/n # in Python 2 use sum(data)/float(n)

def _ss(data):
    """Return sum of square deviations of sequence data."""
    c = mean(data)
    ss = sum((x-c)**2 for x in data)
    return ss

def stddev(data, ddof=0):
    """Calculates the population standard deviation
    by default; specify ddof=1 to compute the sample
    standard deviation."""
    n = len(data)
    if n < 2:
        raise ValueError('variance requires at least two data points')
    ss = _ss(data)
    pvar = ss/(n-ddof)
    return pvar**0.5

Note: for improved accuracy when summing floats, the statistics module uses a custom function _sum rather than the built-in sum which I've used in its place.

Now we have for example:

>>> mean([1, 2, 3])
2.0
>>> stddev([1, 2, 3]) # population standard deviation
0.816496580927726
>>> stddev([1, 2, 3], ddof=1) # sample standard deviation
0.1

In Python 2.7.1, you may calculate standard deviation using numpy.std() for:

• Population std: Just use numpy.std() with no additional arguments besides to your data list.
• Sample std: You need to pass ddof (i.e. Delta Degrees of Freedom) set to 1, as in the following example:

numpy.std(< your-list >, ddof=1)

The divisor used in calculations is N - ddof, where N represents the number of elements. By default ddof is zero.

It calculates sample std rather than population std.