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2 changes: 1 addition & 1 deletion 03-Gaussians.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -748,7 +748,7 @@
"\n",
"This is clearly incorrect, as there is more than 0 variance in the data. \n",
"\n",
"Maybe we can use the absolute value? We can see by inspection that the result is $12/4=3$ which is certainly correct — each value varies by 3 from the mean. But what if we have $Y=[6, -2, -3, 1]$? In this case we get $12/4=3$. $Y$ is clearly more spread out than $X$, but the computation yields the same variance. If we use the formula using squares we get a variance of 3.5 for $Y$, which reflects its larger variation.\n",
"Maybe we can use the absolute value? We can see by inspection that the result is $12/4=3$ which is certainly correct — each value varies by 3 from the mean. But what if we have $Y=[6, -2, -3, -1]$? In this case we get $12/4=3$. $Y$ is clearly more spread out than $X$, but the computation yields the same variance. If we use the formula using squares we get a variance of 3.5 for $Y$, which reflects its larger variation.\n",
"\n",
"This is not a proof of correctness. Indeed, Carl Friedrich Gauss, the inventor of the technique, recognized that it is somewhat arbitrary. If there are outliers then squaring the difference gives disproportionate weight to that term. For example, let's see what happens if we have:"
]
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