![]() ![]() Usually denoted, by s with a subscript n. Sample variance, the non unbiased estimator Tools in their toolkits or there's several When people talk about sample variance, there's several Then for each of the data points take the data point andįrom that, square it, and then divide by the total The most intuitive is to calculate this first, Other ways to do it, where you can calculate So if you want toĬalculate this, you'd want to figure this out. The way to n, we take that data point, subtractįrom it the population mean. Take, for each data point, so i equal 1 all Mean of the squared distances from the population mean. Squared- is equal to- and you can view it as the Say that the variance -we use a Greek letter sigma So let's write varianceĪny calculate variance for a population? Well, for population, we'd Which was a parameter, and then we'll also try toĬalculate it for the sample and estimate itįor the population, was the variance, which wasĪ measure of how dispersed or how much of the data That we're trying to calculate for the population, The number of data points that we actually had. The data points in our sample- and then dividing by And that's going to be takingĮvery data point in the sample, so going up to a lowerĬase n, adding them up -so these are the sum of all And we denote it withĪ x with a bar over it. We do a very similar thing with the sample. So this is the i-thĭata point, so x sub 1 plus x sub 2 all the So we take the sumįirst data point and we go all the way to And we essentially take everyĭata point in our population. ![]() The mean for a population? Well, first of all, we denote And when we calculate, when weĪttempt to calculate something for a sample we would call So for the population we are calculating a parameter. Parameter or a statistic? Well, when we're trying toĬalculate it on the population, we are calculating a parameter. The mean for the population, is that going to be a The parameters and statistics that we know about so far. That population, so a sample of that population. Why we divide by n minus 1 if we want to have an unbiasedĮstimate of the population variance when we're calculatingĪbout a population. This video is review much of what we've already talkedĪbout and then hopefully build some of the intuition on Why do we use the square of the distance ? Well, that is is a topic for another day. Total variation is just the sum of each points variation from the mean.The measure of variation we are using is the square of the distance. So the average variation is (total variation)/(n-1). ![]() This is why we only have "n-1" things that can vary. Knowing n-1 scores and the sample mean uniquely determines the last score so it is NOT free to vary. It is not free to vary - the sum of the three scores must be 6 or else the sample mean is not 2. What can they second data point be? It absolutely MUST be 2. The second data point could be anything, let's say it is 3. The first data point could be anything, let's say it is 1. You calculate the sample mean and it comes out to be 2. There are N things that can vary about the population mean but only N-1 that can vary about the sample mean. Why!? I mean surely there are N things that can vary about xbar i.e. The denominator is the amount of things that are able to vary. The numerator is a measure of the total amount of variation Look at the numerator and the denominator in the sample variance equation. If this is truly what the equation is measuring then it should be (total amount of variation)/(number of things that can vary). Think of the whole equation as the average amount of variation. I'll have a go at explaining the intuition between the "1" in "n-1":
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