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Std in matlab different from stdevp in excel

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Maggie
Maggie 2011 年 11 月 15 日
コメント済み: DGM 2022 年 7 月 25 日
I have an array of prices i calculated the standard deviation and the mean in matlab but the results are very different from what i calculated using excel. any reason why this is the case?
  1 件のコメント
DGM
DGM 2022 年 7 月 25 日
@Mehri Mehrnia's comment-as-answer moved here:
Hi,
Today while submitting a last minute paper, I found out that discrepancy.

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Thomas
Thomas 2011 年 11 月 15 日
I get the same answer for stddev and mean from MATLAB and Excel
a = [ 1 1 1 1 1 3 2 4 5 6 2 6 2 6 1]
>> std(a)
ans =
2.04
>> mean(a)
ans =
2.80
From Excel the results are
stdev(a1:a15) = 2.042407543 and mean 2.8
do not know why you are facing a discrepancy. Are you certain that you are using the same identical data sets.
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Allen
Allen 2018 年 5 月 1 日
I have run into the same issue with standard deviation results between MATLAB and Excel. The reason is due to using STDEV.P (standard deviation of a population) instead of STDEV.S (standard deviation of a sample). Excel does not do a very good job of explaining the differences in the Tooltips, but it simplifies down to this. Unless you are certain of the need to use STDEV.P in Excel use STDEV.S or STDEV.

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その他の回答 (1 件)

Daniel Shub
Daniel Shub 2011 年 11 月 15 日
There are two ways to calculate the standard deviation. In Excel these are stdev and stdevp. In MATLAB they are std(x) and std(x, 1). The difference is the normalization factor (N or N-1). Look in the documentation of each to figure out which does which.

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