Question

我是Python的新手，我想知道为什么np.var（x）与np.cov（x，y）输出中的cov（x，x）值给出不同的答案。他们不应该一样吗？我知道它与偏见或ddof有关，与规范化有关，但我不确定这意味着什么，也找不到任何能专门回答我问题的资源。希望有人能帮忙！

Answer 1

在numpy中，cov的默认“ delta自由度”为1，而var的默认ddof为0。从注释到numpy.var

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因此，您可以通过以下方式使他们同意：

Notes
-----
The variance is the average of the squared deviations from the mean,
i.e.,  ``var = mean(abs(x - x.mean())**2)``.

The mean is normally calculated as ``x.sum() / N``, where ``N = len(x)``.
If, however, `ddof` is specified, the divisor ``N - ddof`` is used
instead.  In standard statistical practice, ``ddof=1`` provides an
unbiased estimator of the variance of a hypothetical infinite population.
``ddof=0`` provides a maximum likelihood estimate of the variance for
normally distributed variables.

为什么np.var（x）和np.cov（x，y）给我不同的值？

1 个答案: