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Variance:Probability and Statistics (view source)
Revision as of 15:32, January 19, 2009
, 15:32, January 19, 2009no edit summary
The formula for variance must not be confused with the formula
The formula for variance must not be confused with the formula
:<math>S_{n}^2 = {\sum_n(x - \bar x)^2 \over n - 1}</math>
:<math>S_{n}^2 = {\sum_n(X_n - \bar X)^2 \over n - 1}</math>
(where <math>\bar X = {\sum_n X_n \over N}</math> is the [[sample mean]]).
which is the formula for a [[point estimate]] of the true variance from a sample of size ''n''. As such this estimator itself has a variance which, as the formula indicates, decreases as the sample size increases.
which is the formula for a [[point estimate]] of the true variance from a sample of size ''n''. As such this estimator itself has a variance which, as the formula indicates, decreases as the sample size increases.