All Questions
14 questions
0
votes
0
answers
25
views
Estimating variance from several samples
If several samples are taken from a distribution, say Gaussian, each sample having size n1,n2,n3,... and the SD of the underlying distribution is estimated from each of the samples, how can those ...
- 152
1
vote
0
answers
13
views
Choose strata size so that dispersion of an estimator is the least
The reseacher has 20000 dollars in their disposition to run a survey. It's known that from all households, 90% have stationary phones. Interview by phone costs 10 dollars per household. Each ...
- 157
1
vote
0
answers
43
views
sampling: question about variance estimation
I'm new in this field, I'm studying montecarlo methods for sampling; I understand that,with a basic approach, we have an estimation for the mean
$$\hat{\mu}=\frac{1}{n}\sum f(x)$$
and for variance
$$\...
- 747
2
votes
1
answer
818
views
Horvitz-Thompson variance estimation when estimating across strata
I have a sample of Business units, which has been stratified according to two stratification variables (Revenue class and field of Business acitivity). Within the strata, Units were sampled according ...
- 97
2
votes
1
answer
2k
views
When would you want to reduce variance?
In a sampling-estimation context, low variance of the estimate is a goal. Several things I've read suggest (though I can't quite connect the dots) that lowering variance in the data will improve the ...
- 517
1
vote
0
answers
284
views
Monte Carlo integration and variance
With the monte carlo integration of a function $f(x)$, what do they mean with the variance? Is it the variance of the function we want to integrate?
$I = ∫^{\infty}_{\infty} f(x)p(x) dx$ (with $p(x)$ ...
- 225
1
vote
0
answers
42
views
Unbias estimator of the variance when individual observations differ in accuracy?
Experiment
Mother Seeds
Let's say I have a seed. Let's call this seed , a "mother seed". I clone this seed many times, develop the organism and measure some phenotypic trait ...
- 5,182
3
votes
1
answer
185
views
Estimating counts from sampled data
I am working on counting events from sampled web logs. To formalize the problem, consider a random process in which we randomly record an event with known probability $r$. Say we have $n$ recorded ...
- 31
4
votes
1
answer
2k
views
Unbiased estimator of variance for samples *without* replacement
This is a follow-up question on that one: Could Bessel's correction make sample variance estimation even more biased?
I understand that you need Bessel's correction to get an unbiased estimate of ...
- 6,246
5
votes
2
answers
786
views
Could Bessel's correction make sample variance estimation even more biased?
It is well known that Bessel's correction creates an unbiased estimator of variance. What it basically does is divide by $n-1$ instead of $n$.
Now what I did is that I chose a few number, like $1,2,3,...
- 6,246
7
votes
0
answers
192
views
Estimating population size, minimum variance estimators
I am trying to understand what can be proved about minimum variance estimators. I am a little confused by Cramér–Rao and how to apply it even to really simple examples or if it's even the right tool ...
- 71
7
votes
3
answers
802
views
A short question on sample variance
Consider estimating the variance of a RV $X$, we start with the sample variance:
$$
\begin{array}{ll}
V_1 & = \frac{1}{N-1} \sum_{i=1}^N (X_i - \bar{X})^2\\
& = \frac{1}{N-1} \left(\sum_{...
- 1,268
9
votes
1
answer
594
views
Estimating the variance of poker win rates
Suppose you have a casino with n poker players. Each player has a win rate - the amount of money he wins or loses per hand. We assume that these win rates are normally distributed with a mean of 0. (...
- 193
21
votes
4
answers
21k
views
Calculating required sample size, precision of variance estimate?
Background
I have a variable with an unknown distribution.
I have 500 samples, but I would like demonstrate the precision with which I can calculate variance, e.g. to argue that a sample size of 500 ...
- 3,901