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  2. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    If the set is a sample from the whole population, then the unbiased sample variance can be calculated as 1017.538 that is the sum of the squared deviations about the mean of the sample, divided by 11 instead of 12. A function VAR.S in Microsoft Excel gives the unbiased sample variance while VAR.P is for population variance.

  3. Bessel's correction - Wikipedia

    en.wikipedia.org/wiki/Bessel's_correction

    In statistics, Bessel's correction is the use of n − 1 instead of n in the formula for the sample variance and sample standard deviation, [1] where n is the number of observations in a sample. This method corrects the bias in the estimation of the population variance.

  4. Algorithms for calculating variance - Wikipedia

    en.wikipedia.org/wiki/Algorithms_for_calculating...

    Algorithms for calculating variance play a major role in computational statistics.A key difficulty in the design of good algorithms for this problem is that formulas for the variance may involve sums of squares, which can lead to numerical instability as well as to arithmetic overflow when dealing with large values.

  5. Analysis of variance - Wikipedia

    en.wikipedia.org/wiki/Analysis_of_variance

    The definitional equation of sample variance is = (¯), where the divisor is called the degrees of freedom (DF), the summation is called the sum of squares (SS), the result is called the mean square (MS) and the squared terms are deviations from the sample mean. ANOVA estimates 3 sample variances: a total variance based on all the observation ...

  6. Unbiased estimation of standard deviation - Wikipedia

    en.wikipedia.org/wiki/Unbiased_estimation_of...

    The use of n − 1 instead of n in the formula for the sample variance is known as Bessel's correction, which corrects the bias in the estimation of the population variance, and some, but not all of the bias in the estimation of the population standard deviation.

  7. Cochran's theorem - Wikipedia

    en.wikipedia.org/wiki/Cochran's_theorem

    This shows that the sample mean and sample variance are independent. This can also be shown by Basu's theorem, and in fact this property characterizes the normal distribution – for no other distribution are the sample mean and sample variance independent. [3]

  8. Sample mean and covariance - Wikipedia

    en.wikipedia.org/wiki/Sample_mean_and_covariance

    The sample covariance matrix has in the denominator rather than due to a variant of Bessel's correction: In short, the sample covariance relies on the difference between each observation and the sample mean, but the sample mean is slightly correlated with each observation since it is defined in terms of all observations.

  9. Standard deviation - Wikipedia

    en.wikipedia.org/wiki/Standard_deviation

    [2] [3] Roughly, the reason for it is that the formula for the sample variance relies on computing differences of observations from the sample mean, and the sample mean itself was constructed to be as close as possible to the observations, so just dividing by n would underestimate the variability.