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

[Joern Thyssen]

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
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