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  2. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    Firstly, if the true population mean is unknown, then the sample variance (which uses the sample mean in place of the true mean) is a biased estimator: it underestimates the variance by a factor of (n − 1) / n; correcting this factor, resulting in the sum of squared deviations about the sample mean divided by n-1 instead of n, is called ...

  3. Algorithms for calculating variance - Wikipedia

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

    Based on this sample, the estimated population mean is 10, and the unbiased estimate of population variance is 30. Both the naïve algorithm and two-pass algorithm compute these values correctly. Next consider the sample (10 8 + 4, 10 8 + 7, 10 8 + 13, 10 8 + 16), which gives rise to the same estimated variance as the first sample. The two-pass ...

  4. Bias of an estimator - Wikipedia

    en.wikipedia.org/wiki/Bias_of_an_estimator

    This can be seen by noting the following formula, which follows from the Bienaymé formula, for the term in the inequality for the expectation of the uncorrected sample variance above: ⁡ [(¯)] =. In other words, the expected value of the uncorrected sample variance does not equal the population variance σ 2 , unless multiplied by a ...

  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. Pooled variance - Wikipedia

    en.wikipedia.org/wiki/Pooled_variance

    In statistics, pooled variance (also known as combined variance, composite variance, or overall variance, and written ) is a method for estimating variance of several different populations when the mean of each population may be different, but one may assume that the variance of each population is the same. The numerical estimate resulting from ...

  7. Sample mean and covariance - Wikipedia

    en.wikipedia.org/wiki/Sample_mean_and_covariance

    For a random sample of N observations on the j th random variable, the sample mean's distribution itself has mean equal to the population mean () and variance equal to /, where is the population variance. The arithmetic mean of a population, or population mean, is often denoted μ. [2]

  8. Ratio estimator - Wikipedia

    en.wikipedia.org/wiki/Ratio_estimator

    The first of these sampling schemes is a double use of a sampling method introduced by Lahiri in 1951. [14] The algorithm here is based upon the description by Lohr. [13] Choose a number M = max( x 1, ..., x N) where N is the population size. Choose i at random from a uniform distribution on [1,N]. Choose k at random from a uniform distribution ...

  9. Population proportion - Wikipedia

    en.wikipedia.org/wiki/Population_Proportion

    To derive the formula for the one-sample proportion in the Z-interval, a sampling distribution of sample proportions needs to be taken into consideration. The mean of the sampling distribution of sample proportions is usually denoted as μ p ^ = P {\displaystyle \mu _{\hat {p}}=P} and its standard deviation is denoted as: [ 2 ]