avevar.c

最大似然估计算法

void avevar(double *data, int n, double *ave, double *var) {

	int j;
	double s, ep;

	for (*ave = 0.0, j = 0; j < n; j++) *ave += data[j];
	*ave /= n;
	*var = ep = 0.0;
	for (j = 0; j < n; j++) {
		s = data[j] - (*ave);
		ep += s;
		*var += s*s;
	}
	*var = (*var-ep*ep/n)/(n-1);
}