2
votes
1answer
1k views

Weighted Variance, one more time

Unbiased weighted variance was already addressed here and elsewhere but there still seems to be a surprising amount of confusion. There appears to be a consensus toward the formula presented in the ...
12
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
1answer
181 views

Handling missing attributes when using weighted average

I was trying this optimization where I have some predictors and I want to predict the real value using weighted average of the predictors. What I am trying to do is given the predictors' prediction ...