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Comment: Covariance matrices
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| Given [[Statistics/Covariance#Matrix|covariance matrices]] from each sample, notated as ''Σ,,m,,'', try: {{attachment:cov.svg}} |
Pooled Variance
Pooled variance refers to methods for estimating variance from multiple samples.
Contents
Description
If all samples are equally sized, then the pooled variance is the mean of their sample variances.
More generally, the calculation is:
Given covariance matrices from each sample, notated as Σm, try:
