
Re: Which sample variance should I choose?
Posted:
Sep 5, 2011 3:50 AM


On Thu, 1 Sep 2011 06:30 pm Steven D'Aprano wrote:
> On Thu, 1 Sep 2011 04:34 am Paul wrote: > >> If you know the population mean, then >> s2_1 = ?(x  µ)^2 / n >> is unbiased. >> >> If you don't know the population mean, then >> s2_2 = ?(x  m)^2 / (n1) >> is unbiased, while >> s2_3 = ?(x  m)^2 / n >> is biased but nevertheless more accurate than s2_2. > > Thanks Paul, that's exactly the sort of thing I'm looking for. > > Not that I don't believe you :) but if you also have a reference > (especially one that's online) that would be really helpful.
For the record, in case anyone else is interested, I've found a reference:
Press, W. H., Teukolsky, S.A., Vetterling, W.T., & Flannery, B.P. (1992, 2nd Ed.). Numerical Recipes. Cambridge, MA: Cambridge University Press.
quoted here:
http://www.visualstatistics.net/scaling/True and Unbiased Variance/True and Unbiased Variance.htm
 Steven

