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Mathematics Statistical Square Root Mean Squares
Mathematics Statistical Square Root Mean Squares
Mathematics Statistical Square Root Mean Squares
In mathematics, the root mean square or rms is a statistical measure of the magnitude of a varying quantity. It can be calculated for a series of discrete values or for a continuously varying function. The name comes from the fact that it is the square root of the mean of the squares of the values. The rms for a collection of N values {x1, x2, ... , xN} is:
and the corres onding formula for a continuous function f!t" defined over the interval T1 # t # T2 is:
Uses
The $%& value of a function is often used in hysics and electronics. 'or e(am le, )e may )ish to calculate the o)er P dissi ated by an electrical conductor of resistance R. It is easy to do the calculation )hen a constant current I flo)s through the conductor. It is sim ly,
*ut )hat if the current is a varying function I!t"+ This is )here the rms value comes in. It may be sho)n that the rms value of I!t" can be substituted for the constant current I in the above equation to give the mean o)er dissi ation, thus:
In the common case of alternating current, )hen I!t" is a sinusoidal current, as is a ro(imately true for mains o)er, the rms value is easy to calculate from equation !2" above. The result is:
)here Ip is the ea, am litude. The $%& value can be calculated using equation !2" for any )aveform, for e(am le an audio or radio signal. This allo)s us to calculate the mean o)er delivered into a s ecified load. 'or this reason, listed voltages for o)er outlets !eg. 11-. or 2/-." are almost al)ays quoted in $%& values, and not ea,0to0 ea, values.
In the field of audio, mean o)er is often !misleadingly" referred to as $%& o)er. This is robably because it can be derived from the $%& voltage or $%& current. 'urthermore, because $%& im lies some form of averaging, e( ressions such as 1 ea, $%& o)er1, sometimes used in advertisements for audio am lifiers, are meaningless.
STANDARD DEVIATION
In robability and statistics, the standard deviation is the most commonly used measure of statistical dis ersion. &tandard deviation is defined as the square root of the variance. It is defined this )ay in order to give us a measure of dis ersion that is !1" a non0negative number, and !2" has the same units as the data. 2 distinction is made bet)een the standard deviation 3 !sigma" of a )hole population or of a random variable, and the standard deviation s of a subset0 o ulation sample. The formulae are given belo). The term standard deviation )as introduced to statistics by 4arl 5earson !On the dissection of asymmetrical frequency curves, 167/".
. !see summation notation" and the standard deviation of this o ulation is defined as
. 2 slightly faster )ay to com ute the same number is given by the formula
The standard deviation of a random variable X is defined as . Note that not all random variables have a standard deviation, since these e( ected values need not e(ist. If the random variable X ta,es on the values x1,...,xN )ith equal robability, then its standard deviation can be com uted )ith the formula given earlier. <iven only a sam le of values x1,...,xn from some larger o ulation, many authors define the sample standard deviation by
The reason for this definition is that s2 is an unbiased estimator for the variance 32 of the underlying o ulation. !The derivation of this equation assumes only that the sam les are uncorrelated and ma,es no assum tion as to their distribution." Note ho)ever that s itself is not an unbiased estimator for the standard deviation 3= it tends to underestimate the o ulation standard deviation. 2lthough an unbiased estimator for 1s1 is ,no)n, the formula is overly com licated and amounts to a minor correction. %oreover, unbiasedness, in this sense of the )ord, is not al)ays desirable= see bias !statistics". &ome have even argued that the difference bet)een n and n > 1 in the denominator is overly com le( and trivial and thus e(clude it. ;ithout that term, )hat is left is the sim ler e( ression
This form has the desirable ro erty of being the ma(imum0li,elihood estimate if the o ulation is normally distributed.
E amples
?ere is sho)n ho) to calculate the standard deviations of a set of data. The set of data is the ages of the members of a grou of young children. { 8, 9, 6 ,7 } &te 1. @alculate the meanAaverage .
. ;e have n B / !because there are / data oints in the set.} These / data oints are:
$e lacing N )ith /
$e lacing N )ith /
$e lacing
)ith :
Fsing calculus, it is not difficult to sho) that 3!r" has a unique minimum for
$eometric interpretation
To gain some geometric insights, )e )ill start )ith a o ulation of three values, x1, x2, xE. This defines a oint P B !x1, x2, xE" in RE. @onsider the line L B {!r, r, r" : r in R}. This is the 1main diagonal1 going through the origin. If our three given values )ere all equal, then the standard deviation )ould be Gero and P )ould lie on L. &o it is not unreasonable to assume that the standard deviation is related to the distance of P to L. 2nd that is indeed the case. %oving orthogonally from P to the line L, one hits the oint
)hose coordinates are the mean of the values )e started out )ith. 2 little algebra sho)s that the distance bet)een P and R !)hich is the same as the distance bet)een P and the line L" is given by 3H3. 2n analogous formula !)ith E re laced by N" is also valid for a o ulation of N values= )e then have to )or, in RN.