The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » sci.math.* » sci.stat.math

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: Which sample variance should I choose?
Replies: 7   Last Post: Sep 5, 2011 3:50 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Steven D'Aprano

Posts: 21
Registered: 3/22/11
Re: Which sample variance should I choose?
Posted: Sep 5, 2011 3:50 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

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 / (n-1)
>> 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

quoted here: and Unbiased Variance/True and Unbiased Variance.htm


Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.