Re: [Bug-gnubg] Formula for standard error?

[Øystein Johansen]

On Fri, Aug 16, 2002 at 05:31:37PM +0000, Joern Thyssen wrote:
> 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>
> 

Note that this is the standard error of a sample of the population, and
not the standard error of the whole population. That's the difference!

-Øystein