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Comment: Covariance matrices
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| '''Pooled variance''' refers to methods for estimating [[Statistics/Variance|variance]] from multiple samples. | '''Pooled variance''' refers to methods for estimating [[Analysis/Variance|variance]] from multiple samples. |
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| More generally, the calculation is: | for each sample ''m''. More generally, the calculation is: |
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.
for each sample m. More generally, the calculation is:
Given covariance matrices from each sample, notated as Σm, try:
