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Calculating Sample Variance for the Combined Data

두 자료들의 평균과 분산을 이용한 혼합자료의 분산 계산

  • Shin, Mi-Young (Dept. of Mathematics, The Catholic University of Korea) ;
  • Cho, Tae-Kyoung (Dept. of Statistics and Information Science, Dongguk University)
  • Published : 2008.02.29

Abstract

There are times when we need more sample to achieve a more accurate estimator. Since these two sets of sample have the information about the same population, it is necessary to treat both as a single combined data. In this paper we present the unpooled sample variance for the combined data when we just know a sample mean and variance for the each data set without the raw data. It is shown that the pooled variance $s^2_p$ is always greater than the exact variance $s^2_t$ when ${\bar{x}}_n\;=\;{\bar{y}}_m$. And the difference of means for two data, ${\bar{x}}_n-{\bar{y}}_m}$, is larger, the difference of $s^2_p$ and $s^2_t$ is larger.

공통분산을 갖는 두 모집단에서 얻은 두 독립표본 자료로부터 공통분산을 추정하거나, 한 모집단에서 얻는 두 자료의 혼합자료로부터 모분산을 추정할때 각 표본분산의 가중평균값인 합동추정량(pooled estimator)을 주로 사용한다. 본 논문에서는 동일한 모집단에서 얻은 혼합자료의 표본분산 식을 각 자료의 평균과 분산만 이용하여 구한 후 합동추정량과 비교한다.

Keywords

References

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