I have two sets of independent samples from the same distribution. For each, I have calculated
- sample weighted mean (u1, u2)
- sample weighted std deviation (d1, d2)
- sample weighted std error (e1, e2)
The question below gives a way to calculate the pooled statistics in the 'unweighted' case
So, how can I calculate this for the weighted case?
Edit 1: To clarify, EACH sample has a 'weight' associated with it which represents a 'confidence' associated with it 0 < weight < 1
Edit 2: To clarify further, each sample represents return on money invested in a particular investment. The weight of a sample is the fraction of the total money invested in a given interval. The two groups of samples are from two different time intervals. The total money invested in the two intervals is not the same