Timeline for Variance of a sample covariance for normal variables
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| Jun 24, 2017 at 22:38 | comment | added | Mark L. Stone | Other than maybe an n-1 vs. n, the Kronecker product I referenced in the link I provided seems to match up in 1D, which I (mentally) checked before making the comment. | |
| Jun 24, 2017 at 20:39 | comment | added | Robert Manson-Sawko | I see the problem. I used inconsistently the notation for $\sigma$. In 1D variance is $\sigma^2$ but in 2D it's $\sigma$ Let me think how to fix it. | |
| Jun 24, 2017 at 20:37 | history | edited | Robert Manson-Sawko | CC BY-SA 3.0 |
added 12 characters in body
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| Jun 24, 2017 at 20:16 | comment | added | Mark L. Stone | Your formula for $Q_{ij}$ doesn't agree with your $Var(s^2)$ above in one dimension. | |
| Jun 24, 2017 at 19:36 | comment | added | Robert Manson-Sawko | @MarkL.Stone, I think my answer is actually correct. I found a mistake in my numerical experiment and it agrees exactly with the theory now. I was taking twice as many samples as I thought. This is, of course, not a proof, but an indication. | |
| Jun 24, 2017 at 18:54 | comment | added | Robert Manson-Sawko | Yes, I've just done a numerical experiment and there's still something wrong. Just reading it now. | |
| Jun 24, 2017 at 18:50 | comment | added | Mark L. Stone | I don't think so. See my comment on the question. | |
| Jun 24, 2017 at 18:43 | history | answered | Robert Manson-Sawko | CC BY-SA 3.0 |