From: | Andrew Dunstan <andrew(at)dunslane(dot)net> |
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To: | Arne Scheffer <arne(dot)scheffer(at)uni-muenster(dot)de>, Tom Lane <tgl(at)sss(dot)pgh(dot)pa(dot)us> |
Cc: | Alvaro Herrera <alvherre(at)2ndquadrant(dot)com>, KONDO Mitsumasa <kondo(dot)mitsumasa(at)lab(dot)ntt(dot)co(dot)jp>, PostgreSQL-development <pgsql-hackers(at)postgresql(dot)org>, Rajeev rastogi <rajeev(dot)rastogi(at)huawei(dot)com>, Mitsumasa KONDO <kondo(dot)mitsumasa(at)gmail(dot)com>, Simon Riggs <simon(at)2ndquadrant(dot)com> |
Subject: | Re: Add min and max execute statement time in pg_stat_statement |
Date: | 2015-01-20 22:30:53 |
Message-ID: | 54BED71D.4050302@dunslane.net |
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Lists: | pgsql-hackers |
On 01/20/2015 01:26 PM, Arne Scheffer wrote:
> Interesting patch.
> I did a quick review looking only into the patch file.
>
> The "sum of variances" variable contains
> the "sum of squared differences" instead, I think.
Umm, no. It's not.
e->counters.sum_var_time +=
(total_time - old_mean) * (total_time - e->counters.mean_time);
This is not a square that's being added. old_mean is not the same as
e->counters.mean_time.
Since the variance is this value divided by (n - 1), AIUI, I think "sum
of variances" isn't a bad description. I'm open to alternative suggestions.
>
> And a very minor aspect:
> The term "standard deviation" in your code stands for
> (corrected) sample standard deviation, I think,
> because you devide by n-1 instead of n to keep the
> estimator unbiased.
> How about mentioning the prefix "sample"
> to indicate this beiing the estimator?
I don't understand. I'm following pretty exactly the calculations stated
at <http://www.johndcook.com/blog/standard_deviation/>
I'm not a statistician. Perhaps others who are more literate in
statistics can comment on this paragraph.
>
> And I'm sure I'm missing C specifics (again)
> (or it's the reduced patch file scope),
> but you introduce sqrtd, but sqrt is called?
Good catch. Will fix.
cheers
andrew
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