Linked Questions
19 questions linked to/from Combining two covariance matrices
1
vote
0answers
239 views
How do I calculate the running covariance of 2 data sets? [duplicate]
I am writing a program that is supposed to do the linear regression of the union of two data sets, s1 and s2. I thought that if I could compute the variance and covariance of (s1 U s2) I would have ...
2
votes
2answers
69 views
Combining two means and SDs of one group [duplicate]
I have the mean & SD of several different time points, I want to combine them into one mean and SD. Is it possible?
Example;
At 1 hour; mean=5, SD=1, n=42
At 2 hours; mean=6, SD=3, n=42 and so ...
0
votes
1answer
100 views
Unpaired t-Test with equal sample sizes and unequal variances [duplicate]
I have two samples of $n=10$ with the following values
Sample 1:
Mean = $3$
$s_{d} = 0.4$
Sample 2:
Mean = $3.35$
$s_{d} = 0.3$
but the observations of both samples are unknown and I want to ...
0
votes
0answers
86 views
Variance of superset from variance of subsets [duplicate]
Let's say I want to estimate $var(A)$ of a list of numbers $a_i \in A, i\in [0,N]$.
However, I only have the variance of the non-overlapping, and complete ($B \cup C = A)$ subsets $B$ and $C$.
...
1
vote
1answer
35 views
Get the new variance of the data [duplicate]
I got an initial mean $\mu_1$ and std $\sigma_1$ by sampling samples, these samples are generated by an unknown distribution and later I drop these samples. Then I sampled some samples and got the ...
3
votes
0answers
34 views
Find $E(S)$ and $Var(S)$ of a mixture of distributions [duplicate]
A class of 60 students has three sections. Summary statistics for
scores on a quiz:
Section 1: 25 students, mean $\mu_1$ = 23, SD $\sigma_1 = 3$
Section 2: 20 students, mean $\mu_2$ = ...
0
votes
1answer
33 views
recompute mean and standard deviation adding observed data to my sample [duplicate]
I need your help in order to clarify a doubt...I have two samples:
sample $A$ with mean $\mu_A$ and standard deviation $\sigma_A$
sample $B$ with mean $\mu_B$ and standard deviation $\sigma_B$
I ...
1
vote
0answers
26 views
How does the nth sample impact Mean and Variance? [duplicate]
Given the Mean and Variance of $n$ samples $x_i$:
$$M_n=\frac {1}{n}\sum_{1}^{n} x_i$$
$$V_n=\frac {1}{n}\sum_{1}^{n}(x_i-μ_n)^2$$
How do Mean and Variance change, when we take into account one ...
0
votes
0answers
15 views
Fitting a Gaussian to two Gaussians [duplicate]
Let's say I have a dataset set of 2D points. I break the dataset to 2 subsets, equal in number. Then I fit a bivariate (2D) Gaussian to each subset. So I have two bivariate gaussians, each with its ...
1
vote
0answers
12 views
Combined Variance of two groups with different sample sizes [duplicate]
I have the mean and standard deviation for Male and Female groups in a study, I'm trying to get the combined mean and standard deviation. The two groups have different N's. I can get the weighted ...
2
votes
1answer
2k views
Estimating an overall summary statistic (mean) for a value reported by ten published studies
Background
I am writing a systematic review and meta-analysis of the association of exposure to X with the outcome Y. I have identified ten studies that report on this subject. This will be a meta-...
0
votes
0answers
3k views
Efficient method/technique to update covariance matrix
A covariance matrix of multivariate random variable can be constructed given a time-series random variables.
Eg. If you observe a student's performance in different objects (Math, English, Physics, ...
2
votes
1answer
1k views
Proof to obtain pooled variance equation [closed]
I was checking the definition of pooled variance, and although I think it makes sense intuitively, I was wondering how can one obtain that estimator. For the case of only one group, I understand the ...
4
votes
1answer
120 views
calculating mean and SE from two means and two SEs
A drug trial is conducted identically in two different groups that are essentially similar at baseline. Can I obtain a joint mean and a joint SE?
For example,
Group A has placebo group of n=224 mean ...
2
votes
0answers
326 views
How to calculate a new mean from different means for my Systematic Review and how to calculate a new SD?
I am currently doing a systematic review on distal radius fractures. I want to give a mean age and sd in my systematic review. Therefor I need to calculate the mean from all the different means of the ...