Sample Mean and Sample Covariance - Sample Mean

Sample Mean

Let be the ith independently drawn observation (i=1,...,N) on the jth random variable (j=1,...,K). These observations can be arranged into N column vectors, each with K entries, with the K ×1 column vector giving the ith observations of all variables being denoted (i=1,...,N).

The sample mean vector is a column vector whose jth element is the average value of the N observations of the jth variable:

Thus, the sample mean vector contains the average of the observations for each variable, and is written

Read more about this topic:  Sample Mean And Sample Covariance

Famous quotes containing the word sample:

    As a rule they will refuse even to sample a foreign dish, they regard such things as garlic and olive oil with disgust, life is unliveable to them unless they have tea and puddings.
    George Orwell (1903–1950)

    All that a city will ever allow you is an angle on it—an oblique, indirect sample of what it contains, or what passes through it; a point of view.
    Peter Conrad (b. 1948)