= Pooled Variance =

'''Pooled variance''' refers to methods for estimating [[Statistics/Variance|variance]] from multiple samples.

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== Description ==

If all samples are equally sized, then the pooled variance is the mean of their sample variances.

{{attachment:uniform.svg}}

for each sample ''m''. More generally, the calculation is:

{{attachment:nonuniform.svg}}

Given [[Statistics/Covariance#Matrix|covariance matrices]] from each sample, notated as ''Σ,,m,,'', try:

{{attachment:cov.svg}}



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CategoryRicottone