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monte carlo result on std dev and sigma

surreyian

Hello,

What is the differenence between sigma and std dev in monte carlo simulation. There two reading are not exactly the same, so what is the difference?

Parents

  • sigma on the Yield tab is the sample standard deviation (which is the same as the "sd" annotated on the histograms), whereas std dev on the Summary tab is the population standard deviation.

    I'm sure you remember the difference from school maths, but if not, it's covered on http://en.wikipedia.org/wiki/Standard_deviation

    Given that you are using a sample of the points, the sample standard deviation is the one you normally want. With a sufficiently large number of samples, the difference is small (because the sample uses a denominator of N-1 and population uses a denominator of N, so if N was 1000, it would be roughly 0.1% different).

    Regards,

    Andrew.

Reply

  • sigma on the Yield tab is the sample standard deviation (which is the same as the "sd" annotated on the histograms), whereas std dev on the Summary tab is the population standard deviation.

    I'm sure you remember the difference from school maths, but if not, it's covered on http://en.wikipedia.org/wiki/Standard_deviation

    Given that you are using a sample of the points, the sample standard deviation is the one you normally want. With a sufficiently large number of samples, the difference is small (because the sample uses a denominator of N-1 and population uses a denominator of N, so if N was 1000, it would be roughly 0.1% different).

    Regards,

    Andrew.

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