[Numpy-discussion] Standard Deviation (std): Suggested change for "ddof" default value
Sturla Molden
sturla.molden at gmail.com
Tue Apr 1 16:02:11 EDT 2014
Haslwanter Thomas <Thomas.Haslwanter at fh-linz.at> wrote:
> Personally I cannot think of many applications where it would be desired
> to calculate the standard deviation with ddof=0. In addition, I feel that
> there should be consistency between standard modules such as numpy, scipy, and pandas.
ddof=0 is the maxiumum likelihood estimate. It is also needed in Bayesian
estimation.
If you are not eatimating from a sample, but rather calculating for the
whole population, you always want ddof=0.
What does Matlab do by default? (Yes, it is a retorical question.)
> I am wondering if there is a good reason to stick to "ddof=0" as the
> default for "std", or if others would agree with my suggestion to change
> the default to "ddof=1"?
It is a bad idea to suddenly break everyone's code.
Sturla
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