# Linked Questions

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

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