Date: Thu, 6 Apr 2017 14:25:29 +0300 From: Andriy Gapon <avg@FreeBSD.org> To: illumos Developer <developer@lists.illumos.org>, freebsd-dtrace@FreeBSD.org Subject: dtrace: normalization of stddev Message-ID: <97006cf8-369d-6649-4595-43178789feba@FreeBSD.org>
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It seems that currently normalization of stddev aggregation is done incorrectly. We divide both the sum of values and the sum of their squares by the normalization factor. But we should divide the sum of squares by the normalization factor squared to scale the original values properly. --- lib/libdtrace/common/dt_consume.c +++ lib/libdtrace/common/dt_consume.c @@ -389,8 +389,10 @@ dt_stddev(uint64_t *data, uint64_t normal) * The standard approximation for standard deviation is * sqrt(average(x**2) - average(x)**2), i.e. the square root * of the average of the squares minus the square of the average. + * When normalizing, we should divide the sum of x**2 by normal**2. */ dt_divide_128(data + 2, normal, avg_of_squares); + dt_divide_128(avg_of_squares, normal, avg_of_squares); dt_divide_128(avg_of_squares, data[0], avg_of_squares); norm_avg = (int64_t)data[1] / (int64_t)normal / (int64_t)data[0]; A primitive test script: BEGIN { i = 100; @s = avg(i); @v = stddev(i); i = 200; @s = avg(i); @v = stddev(i); i = 300; @s = avg(i); @v = stddev(i); i = 400; @s = avg(i); @v = stddev(i); i = 500; @s = avg(i); @v = stddev(i); i = 600; @s = avg(i); @v = stddev(i); i = 700; @s = avg(i); @v = stddev(i); i = 800; @s = avg(i); @v = stddev(i); i = 900; @s = avg(i); @v = stddev(i); printa("%@3d %@3d\n", @s, @v); normalize(@s, 10); normalize(@v, 10); printa("%@3d %@3d\n", @s, @v); exit(0); } Without the patch it produces: 500 258 50 170 With the patch: 500 258 50 25 -- Andriy Gapon
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