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<title>GNU Scientific Library – Reference Manual: Statistics</title>
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<a name="Statistics"></a>
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<p>
Next: <a href="Histograms.html#Histograms" accesskey="n" rel="next">Histograms</a>, Previous: <a href="Random-Number-Distributions.html#Random-Number-Distributions" accesskey="p" rel="previous">Random Number Distributions</a>, Up: <a href="index.html#Top" accesskey="u" rel="up">Top</a> [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
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<a name="Statistics-1"></a>
<h2 class="chapter">21 Statistics</h2>
<a name="index-statistics"></a>
<a name="index-mean"></a>
<a name="index-standard-deviation"></a>
<a name="index-variance"></a>
<a name="index-estimated-standard-deviation"></a>
<a name="index-estimated-variance"></a>
<a name="index-t_002dtest"></a>
<a name="index-range"></a>
<a name="index-min"></a>
<a name="index-max"></a>
<p>This chapter describes the statistical functions in the library. The
basic statistical functions include routines to compute the mean,
variance and standard deviation. More advanced functions allow you to
calculate absolute deviations, skewness, and kurtosis as well as the
median and arbitrary percentiles. The algorithms use recurrence
relations to compute average quantities in a stable way, without large
intermediate values that might overflow.
</p>
<p>The functions are available in versions for datasets in the standard
floating-point and integer types. The versions for double precision
floating-point data have the prefix <code>gsl_stats</code> and are declared in
the header file <samp>gsl_statistics_double.h</samp>. The versions for integer
data have the prefix <code>gsl_stats_int</code> and are declared in the header
file <samp>gsl_statistics_int.h</samp>. All the functions operate on C
arrays with a <var>stride</var> parameter specifying the spacing between
elements.
</p>
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<tr><td align="left" valign="top">• <a href="Mean-and-standard-deviation-and-variance.html#Mean-and-standard-deviation-and-variance" accesskey="1">Mean and standard deviation and variance</a>:</td><td> </td><td align="left" valign="top">
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<tr><td align="left" valign="top">• <a href="Absolute-deviation.html#Absolute-deviation" accesskey="2">Absolute deviation</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Higher-moments-_0028skewness-and-kurtosis_0029.html#Higher-moments-_0028skewness-and-kurtosis_0029" accesskey="3">Higher moments (skewness and kurtosis)</a>:</td><td> </td><td align="left" valign="top">
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<tr><td align="left" valign="top">• <a href="Autocorrelation.html#Autocorrelation" accesskey="4">Autocorrelation</a>:</td><td> </td><td align="left" valign="top">
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<tr><td align="left" valign="top">• <a href="Covariance.html#Covariance" accesskey="5">Covariance</a>:</td><td> </td><td align="left" valign="top">
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<tr><td align="left" valign="top">• <a href="Correlation.html#Correlation" accesskey="6">Correlation</a>:</td><td> </td><td align="left" valign="top">
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<tr><td align="left" valign="top">• <a href="Weighted-Samples.html#Weighted-Samples" accesskey="7">Weighted Samples</a>:</td><td> </td><td align="left" valign="top">
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<tr><td align="left" valign="top">• <a href="Maximum-and-Minimum-values.html#Maximum-and-Minimum-values" accesskey="8">Maximum and Minimum values</a>:</td><td> </td><td align="left" valign="top">
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<tr><td align="left" valign="top">• <a href="Median-and-Percentiles.html#Median-and-Percentiles" accesskey="9">Median and Percentiles</a>:</td><td> </td><td align="left" valign="top">
</td></tr>
<tr><td align="left" valign="top">• <a href="Example-statistical-programs.html#Example-statistical-programs">Example statistical programs</a>:</td><td> </td><td align="left" valign="top">
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<tr><td align="left" valign="top">• <a href="Statistics-References-and-Further-Reading.html#Statistics-References-and-Further-Reading">Statistics References and Further Reading</a>:</td><td> </td><td align="left" valign="top">
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