META: STDEV Study (Scripting Exercise)

2018년 2월 21일

While trying to figure out how to make the STDEV function use an exponential moving average instead of simple moving average , I discovered the builtin function doesn't really use either.

Check it out, it's amazing how different the two-pass algorithm is from the builtin!

Eventually I reverse-engineered and discovered that STDEV uses the Naiive algorithm and doesn't apply "Bessel's Correction". K can be 0, it doesn't seem to change the data although having it included should make it a little more precise.

en.wikipedia.org/wiki/Algorithms_for_calculating_variance