8000 variance is inaccurate for arrays of identical, large values (Trac #1098) · Issue #1696 · numpy/numpy · GitHub
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variance is inaccurate for arrays of identical, large values (Trac #1098) #1696
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variance is inaccurate for arrays of identical, large values (Trac #1098)#1696
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@thouis
thouis
opened on Oct 19, 2012

Original ticket http://projects.scipy.org/numpy/ticket/1098 on 2009-04-29 by @thouis, assigned to @charris.

Variance calculation is inaccurate for arrays of large, identical values:

from numpy import *
(ones(100000)10.0*20).var()
52756253943791624.0

There are more accurate algorithms for computing variance. One example from Welford (1962) is in the attached file.

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