BUG: Fix bug in ArrayStatistics.Variance on arrays longer than 46341 entries #137

src/Numerics/Statistics/ArrayStatistics.cs

@@ -123,7 +123,7 @@ namespace MathNet.Numerics.Statistics
             {
                 t += samples[i];
                 double diff = ((i + 1)*samples[i]) - t;
-                variance += (diff*diff)/((i + 1)*i);
+                variance += (diff*diff)/((i + 1.0)*i);
             }
             return variance/(samples.Length - 1);
         }
@@ -145,7 +145,7 @@ namespace MathNet.Numerics.Statistics
             {
                 t += population[i];
                 double diff = ((i + 1)*population[i]) - t;
-                variance += (diff*diff)/((i + 1)*i);
+                variance += (diff*diff)/((i + 1.0)*i);
             }
             return variance/population.Length;
         }

src/UnitTests/StatisticsTests/StatisticsTests.cs

@@ -712,5 +712,15 @@ namespace MathNet.Numerics.UnitTests.StatisticsTests
             Array.Sort(array);
             Assert.AreEqual(1.0, SortedArrayStatistics.Median(array));
         }
+
+        [Test]
+        public void VarianceDenominatorMustNotOverflow_GitHubIssue137()
+        {
+            var a = new double[46342];
+            a[a.Length - 1] = 1000d;
+
+            Assert.AreEqual(21.578697, a.Variance(), 1e-5);
+            Assert.AreEqual(21.578231, a.PopulationVariance(), 1e-5);
+        }
     }
 }