Understanding weighted standard deviation
Here is the formula that I use for weighted standard deviation:
http://www.itl.nist.gov/div898/software/dataplot/refman2/ch2/weightsd.pdf.
My question is: why do we care about the number of nonzero weights? Isn't
the value of N'-1 / N' very close to one?
Also, if I am also calculating the weighted absolute standard deviation
(like
http://en.wikipedia.org/wiki/Absolute_deviation#Mean_absolute_deviation_.28MAD.29,
but weighted), do I need to care about the number of nonzero weights?
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