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Comment: Covariance matrices
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← Revision 5 as of 2026-08-11 21:28:32 ⇥
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| Deletions are marked like this. | Additions are marked like this. |
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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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| If all samples are equally sized, then the pooled variance is the mean of their sample variances. | If all samples are equally sized, then the pooled variance is the mean of their sample [[Analysis/Variance|variances]]. |
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| More generally, the calculation is: | for each sample ''m''. More generally, the calculation is: |
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| Given [[Statistics/Covariance#Matrix|covariance matrices]] from each sample, notated as ''Σ,,m,,'', try: | Given [[Analysis/Covariance|covariance matrices]] from each sample, notated as ''Σ,,m,,'', try: |
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:
