样本方差估计量的分母是n-1的主要原因是我们希望获得一个总体方差的无偏估计量（unbiased estimator），这...
无偏的估计(unbiased estimator)比有偏估计(biased estimator)更好是符合直觉的，尽管有的统计学家认为让mean square error即MSE最小才更有意义，这个问题我们不在这里探讨；不符合直觉的是，为什么分母必须得是n-1而不是n才能使得该估计无偏。我相信这是题主真正困惑的地方。要回答这个问题，偷懒的办法是让困惑的题...
In other words, the expected value of the uncorrected sample variance does not equal the population varianceσ2, unless multiplied by a normalization factor. The sample mean, on the other hand, is an unbiased[1]estimator of the population meanμ. The reason thatS2is biased stems from the fac...
Analysis of variance 小狗勾没有哗啦哗啦 63 0 Normal Distribution Derivation of Mean, Variance & Moment Generating Function (M 小狗勾没有哗啦哗啦 85 0 是时候奖励一下自己了~~~ l永l生 1.1万 2 Variational Inference Evidence Lower Bound (ELBO) Intuition & Visualization 小狗勾没有哗啦哗啦 449 ...
Then, the variance of that probability distribution is called population variance. When the observations are independent, is a biased estimator of the population variance, while is unbiased. More detailsThe lecture entitled Variance estimation provides more details about the sample variance, including ...
Which of the following would be correct for the analyst to conclude about the sample variance? 选项: A.An unbiased estimator cannot be constructed for the sample variance. B.The sample variance is biased when it is formulated as a function of the population size decreased by 1. C.The ...
since this makes the sample variance an unbiased estimator for the population variance. The distinction between and is a common source of confusion, and extreme care should be exercised when consulting the literature to determine which convention is in use, especially since the uninformative notation ...
It is possible to prove (seeVariance estimation) that, if areindependent, then the adjusted sample variance is an unbiased estimator of . Bias-variance trade-off The degrees of freedom adjustment is not a free lunch: it eliminates the bias, but it usually increases the variance of the sample...
is meant by the concept of an unbiased statistic. On average, the sample values provide an accurate representation of the population. In this example, the average of the 9 sample means is exactly equal to the population mean. In summary,both the sample mean and the sample variance (usingn ...
Summary. We develop an unbiased estimator of the variance of a population based on a ranked set sample. We show that this new estimator is better than estimating the variance based on a simple random sample and more efficient than the estimator based on a ranked set sample proposed by Stokes...