On Tue, 5 Oct 1999, Henry wrote: > On Mon, 04 Oct 1999 21:35:27 GMT, firstname.lastname@example.org (Henry) wrote: > >On Mon, 4 Oct 1999 14:29:17 -0600, "Steve Schnick" > ><email@example.com> wrote: > >>If one has several subsets of a given data set, and the mean, count, > >>and standard deviations for each of these subsets, how can one > >>calculate the combined standard deviation of the data subsets? i.e., > >>if the subsets were lumped together into one set, how does one > >>calculate this new standard deviation? > He did and my reply was: > "Suppose data is Mi (the means) Ci (the counts) and Vi (the variances) > The overall count is C = sumof(Ci) > The overall mean is clearly M = sumof(Mi.Ci) / C > The overall variance is V = sumof(Ci.(Mi-M)^2) / C + sumof(Ci.Vi) / C > or equivalently V = sumof(Ci.[Vi+Mi^2]) / C - M^2 > No guarantee on this, but I think it is right."
I have no reason to think the above is incorrect, but I would have conceptualized this problem using ANOVA approach.
============================================================================ James M. Clark (204) 786-9757 Department of Psychology (204) 774-4134 Fax University of Winnipeg 4L05D Winnipeg, Manitoba R3B 2E9 firstname.lastname@example.org CANADA http://www.uwinnipeg.ca/~clark ============================================================================