11
votes
2answers
1k views

Bias correction in weighted variance

For unweighted variance $$\text{Var}(X):=\frac{1}{n}\sum_i(x_i - \mu)^2$$ there exists the bias corrected sample variance, when the mean was estimated from the same data: ...
0
votes
0answers
85 views

Weighting datapoints by uncertainty - asymmetric CIs

I have several estimates obtained using different softwares, these programs give me an estimate as well as a 95% confidence interval. However, these CIs are not symmetric around my point estimates, ...