19 questions linked to/from Combining two covariance matrices
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### 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 ...
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 ...
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### 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 ...
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 $C$. ...
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### 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 ...
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### 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 $\mu_2$ = ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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-...
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, ...
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### 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 ...