Calculating the variance of sample, knowing the mean of population
Suppose that I somehow know the mean of the population. And I want to calculate the variance of a sample.
Should I subtract population mean or sample mean?
Is there any situation in which I should use population mean?
variance mean sample average population
New contributor
add a comment |Â
Suppose that I somehow know the mean of the population. And I want to calculate the variance of a sample.
Should I subtract population mean or sample mean?
Is there any situation in which I should use population mean?
variance mean sample average population
New contributor
I think the question is somewhat unclear. Do you want to calculate the variance in the sample? Do you want to estimate the expected variance of the sample mean (i.e. variance in the mean if you repeated the sampling procedure)? Or do you want to obtain the best possible estimate for the population variance given your observed sample and prior knowledge of the population mean?
â Jacob Socolar
13 hours ago
add a comment |Â
Suppose that I somehow know the mean of the population. And I want to calculate the variance of a sample.
Should I subtract population mean or sample mean?
Is there any situation in which I should use population mean?
variance mean sample average population
New contributor
Suppose that I somehow know the mean of the population. And I want to calculate the variance of a sample.
Should I subtract population mean or sample mean?
Is there any situation in which I should use population mean?
variance mean sample average population
variance mean sample average population
New contributor
New contributor
edited 16 hours ago
New contributor
asked 20 hours ago
Ali Slais
162
162
New contributor
New contributor
I think the question is somewhat unclear. Do you want to calculate the variance in the sample? Do you want to estimate the expected variance of the sample mean (i.e. variance in the mean if you repeated the sampling procedure)? Or do you want to obtain the best possible estimate for the population variance given your observed sample and prior knowledge of the population mean?
â Jacob Socolar
13 hours ago
add a comment |Â
I think the question is somewhat unclear. Do you want to calculate the variance in the sample? Do you want to estimate the expected variance of the sample mean (i.e. variance in the mean if you repeated the sampling procedure)? Or do you want to obtain the best possible estimate for the population variance given your observed sample and prior knowledge of the population mean?
â Jacob Socolar
13 hours ago
I think the question is somewhat unclear. Do you want to calculate the variance in the sample? Do you want to estimate the expected variance of the sample mean (i.e. variance in the mean if you repeated the sampling procedure)? Or do you want to obtain the best possible estimate for the population variance given your observed sample and prior knowledge of the population mean?
â Jacob Socolar
13 hours ago
I think the question is somewhat unclear. Do you want to calculate the variance in the sample? Do you want to estimate the expected variance of the sample mean (i.e. variance in the mean if you repeated the sampling procedure)? Or do you want to obtain the best possible estimate for the population variance given your observed sample and prior knowledge of the population mean?
â Jacob Socolar
13 hours ago
add a comment |Â
2 Answers
2
active
oldest
votes
No one would like to use sample estimator, when population parameter is known. So, if population mean is given, then use population mean, but then use $n$ in denominators instead of $n-1$ because no degree of freedom will be lost in this case.
So, sample variance (when population mean is not known)
$$s^2 = frac1n-1sum_i = 1^nleft(X_i - bar X right)^2$$
So, sample variance (when population mean is known)
$$s^2 = frac1nsum_i = 1^nleft(X_i - mu right)^2$$
where, $mu$ is population mean.
add a comment |Â
The true answer is vague: it depends on your prior model of the data. If you assumed the data to be normally distributed with a known mean, you could use the gamma distribution as the conjugate prior for Bayesian inference. Maybe use moment-matching estimates rather than using optimizing procedures for simplicity.
The Bayesian approach might sound like overkill in such a simple context, but frequentist statistics depend a lot more on best-practices-like procedures that don't extend in a simple fashion to nonstandard problems like the one you're posing.
add a comment |Â
2 Answers
2
active
oldest
votes
2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
No one would like to use sample estimator, when population parameter is known. So, if population mean is given, then use population mean, but then use $n$ in denominators instead of $n-1$ because no degree of freedom will be lost in this case.
So, sample variance (when population mean is not known)
$$s^2 = frac1n-1sum_i = 1^nleft(X_i - bar X right)^2$$
So, sample variance (when population mean is known)
$$s^2 = frac1nsum_i = 1^nleft(X_i - mu right)^2$$
where, $mu$ is population mean.
add a comment |Â
No one would like to use sample estimator, when population parameter is known. So, if population mean is given, then use population mean, but then use $n$ in denominators instead of $n-1$ because no degree of freedom will be lost in this case.
So, sample variance (when population mean is not known)
$$s^2 = frac1n-1sum_i = 1^nleft(X_i - bar X right)^2$$
So, sample variance (when population mean is known)
$$s^2 = frac1nsum_i = 1^nleft(X_i - mu right)^2$$
where, $mu$ is population mean.
add a comment |Â
No one would like to use sample estimator, when population parameter is known. So, if population mean is given, then use population mean, but then use $n$ in denominators instead of $n-1$ because no degree of freedom will be lost in this case.
So, sample variance (when population mean is not known)
$$s^2 = frac1n-1sum_i = 1^nleft(X_i - bar X right)^2$$
So, sample variance (when population mean is known)
$$s^2 = frac1nsum_i = 1^nleft(X_i - mu right)^2$$
where, $mu$ is population mean.
No one would like to use sample estimator, when population parameter is known. So, if population mean is given, then use population mean, but then use $n$ in denominators instead of $n-1$ because no degree of freedom will be lost in this case.
So, sample variance (when population mean is not known)
$$s^2 = frac1n-1sum_i = 1^nleft(X_i - bar X right)^2$$
So, sample variance (when population mean is known)
$$s^2 = frac1nsum_i = 1^nleft(X_i - mu right)^2$$
where, $mu$ is population mean.
edited 14 hours ago
answered 17 hours ago
Neeraj
1,166719
1,166719
add a comment |Â
add a comment |Â
The true answer is vague: it depends on your prior model of the data. If you assumed the data to be normally distributed with a known mean, you could use the gamma distribution as the conjugate prior for Bayesian inference. Maybe use moment-matching estimates rather than using optimizing procedures for simplicity.
The Bayesian approach might sound like overkill in such a simple context, but frequentist statistics depend a lot more on best-practices-like procedures that don't extend in a simple fashion to nonstandard problems like the one you're posing.
add a comment |Â
The true answer is vague: it depends on your prior model of the data. If you assumed the data to be normally distributed with a known mean, you could use the gamma distribution as the conjugate prior for Bayesian inference. Maybe use moment-matching estimates rather than using optimizing procedures for simplicity.
The Bayesian approach might sound like overkill in such a simple context, but frequentist statistics depend a lot more on best-practices-like procedures that don't extend in a simple fashion to nonstandard problems like the one you're posing.
add a comment |Â
The true answer is vague: it depends on your prior model of the data. If you assumed the data to be normally distributed with a known mean, you could use the gamma distribution as the conjugate prior for Bayesian inference. Maybe use moment-matching estimates rather than using optimizing procedures for simplicity.
The Bayesian approach might sound like overkill in such a simple context, but frequentist statistics depend a lot more on best-practices-like procedures that don't extend in a simple fashion to nonstandard problems like the one you're posing.
The true answer is vague: it depends on your prior model of the data. If you assumed the data to be normally distributed with a known mean, you could use the gamma distribution as the conjugate prior for Bayesian inference. Maybe use moment-matching estimates rather than using optimizing procedures for simplicity.
The Bayesian approach might sound like overkill in such a simple context, but frequentist statistics depend a lot more on best-practices-like procedures that don't extend in a simple fashion to nonstandard problems like the one you're posing.
answered 16 hours ago
user8948
1205
1205
add a comment |Â
add a comment |Â
Ali Slais is a new contributor. Be nice, and check out our Code of Conduct.
Ali Slais is a new contributor. Be nice, and check out our Code of Conduct.
Ali Slais is a new contributor. Be nice, and check out our Code of Conduct.
Ali Slais is a new contributor. Be nice, and check out our Code of Conduct.
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I think the question is somewhat unclear. Do you want to calculate the variance in the sample? Do you want to estimate the expected variance of the sample mean (i.e. variance in the mean if you repeated the sampling procedure)? Or do you want to obtain the best possible estimate for the population variance given your observed sample and prior knowledge of the population mean?
â Jacob Socolar
13 hours ago