Title: Sample Variance -- from Wolfram MathWorld
Open Graph Title: Sample Variance -- from Wolfram MathWorld
X Title: Sample Variance -- from Wolfram MathWorld
Description: The sample variance m_2 (commonly written s^2 or sometimes s_N^2) is the second sample central moment and is defined by m_2=1/Nsum_(i=1)^N(x_i-m)^2, (1) where m=x^_ the sample mean and N is the sample size. To estimate the population variance mu_2=sigma^2 from a sample of N elements with a priori unknown mean (i.e., the mean is estimated from the sample itself), we need an unbiased estimator mu^^_2 for mu_2. This estimator is given by k-statistic k_2, which is defined by ...
Open Graph Description: The sample variance m_2 (commonly written s^2 or sometimes s_N^2) is the second sample central moment and is defined by m_2=1/Nsum_(i=1)^N(x_i-m)^2, (1) where m=x^_ the sample mean and N is the sample size. To estimate the population variance mu_2=sigma^2 from a sample of N elements with a priori unknown mean (i.e., the mean is estimated from the sample itself), we need an unbiased estimator mu^^_2 for mu_2. This estimator is given by k-statistic k_2, which is defined by ...
X Description: The sample variance m_2 (commonly written s^2 or sometimes s_N^2) is the second sample central moment and is defined by m_2=1/Nsum_(i=1)^N(x_i-m)^2, (1) where m=x^_ the sample mean and N is the sample size. To estimate the population variance mu_2=sigma^2 from a sample of N elements with a priori unknown mean (i.e., the mean is estimated from the sample itself), we need an unbiased estimator mu^^_2 for mu_2. This estimator is given by k-statistic k_2, which is defined by ...
Opengraph URL: https://mathworld.wolfram.com/SampleVariance.html
Domain: mathworld.wolfram.com
| DC.Title | Sample Variance |
| DC.Creator | Weisstein, Eric W. |
| DC.Description | The sample variance m_2 (commonly written s^2 or sometimes s_N^2) is the second sample central moment and is defined by m_2=1/Nsum_(i=1)^N(x_i-m)^2, (1) where m=x^_ the sample mean and N is the sample size. To estimate the population variance mu_2=sigma^2 from a sample of N elements with a priori unknown mean (i.e., the mean is estimated from the sample itself), we need an unbiased estimator mu^^_2 for mu_2. This estimator is given by k-statistic k_2, which is defined by ... |
| DC.Date.Modified | 2003-07-02 |
| DC.Subject | 62M05 |
| DC.Rights | Copyright 1999-2026 Wolfram Research, Inc. See https://mathworld.wolfram.com/about/terms.html for a full terms of use statement. |
| DC.Format | text/html |
| DC.Identifier | https://mathworld.wolfram.com/SampleVariance.html |
| DC.Language | en |
| DC.Publisher | Wolfram Research, Inc. |
| DC.Relation.IsPartOf | https://mathworld.wolfram.com/ |
| DC.Type | Text |
| Last-Modified | 2003-07-02 |
| og:image | https://mathworld.wolfram.com/images/socialmedia/share/ogimage_SampleVariance.png |
| og:type | website |
| twitter:card | summary_large_image |
| twitter:image:src | https://mathworld.wolfram.com/images/socialmedia/share/ogimage_SampleVariance.png |
| None | ie=edge |
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