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Re: [Bug-gnubg] Formula for standard error?
From: |
Joern Thyssen |
Subject: |
Re: [Bug-gnubg] Formula for standard error? |
Date: |
Fri, 16 Aug 2002 17:31:37 +0000 |
User-agent: |
Mutt/1.4i |
On Fri, Aug 16, 2002 at 05:25:51PM +0200, address@hidden wrote
> Hello
>
> Can anyone enlighten me as to the formula used for calculating
> standard error for the rollouts? I can't get it to match with any of
> the formulas I have found. Specifically, I would expect it to be:
>
> sqrt(Variance(outcome)/(n-1))
>
> or possibly
>
> sqrt(Variance(outcome)/(n))
>
> but this does not work for simple values.
line 874 in rollout.c:
aarSigma[ ici ][ j ] = sqrt( aarVariance[ ici ][ j ] / ( i + 1 ) );
aarVariance is calculated iteratively using formula (53) on
<http://mathworld.wolfram.com/Variance.html>
Jørn
--
Joern Thyssen, PhD
Vendsysselgade 3, 3., DK-9000 Aalborg, Denmark
+45 9813 2791 (private) / +45 2077 2689 (mobile) / +45 9633 7036 (work)