MATLAB: Weighted Standard deviation

standard deviationstdweighted standard deviation

Hey, I'm new to matlab, and cant seem to find a simple way to calculate weighted standarddeviations.

For the weighted mean, i can specify wmean(impactperkg, kgs) where the number of kg is the weighting. For the weighted median, the function "weightedMedian" can be used. Is there a similar function one can use for the std?

I'm confused to as if ts_std can be used for this purpose?

Cheers

Best Answer

The "var" function will accept weights, and you can take the square root of the result.

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MATLAB: Standard deviation array double

Use std():

sd = std(yourDoubleArray(:))

MATLAB: Calculate 2 standard deviations

Hi Chris, for a matrix of data

x = randn(10,4);
mean(x)+2*std(x)
mean(x)-2*std(x)

gives the sample means of the columns plus/minus 2 times the standard deviation. The question is whether you really want the sample standard deviation here, or the standard error of the mean.

Wayne

Best Answer

Related Solutions

MATLAB: Standard deviation array double

MATLAB: Calculate 2 standard deviations

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