Sample Variance
The sum of squared deviations needed to calculate variance (before deciding whether to divide by n or n − 1) is most easily calculated as
From the two derived expectations above the expected value of this sum is
which implies
This effectively proves the use of the divisor n − 1 in the calculation of an unbiased sample estimate of σ2.
Read more about this topic: Squared Deviations
Famous quotes containing the words sample and/or variance:
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—Peter Conrad (b. 1948)
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—Fyodor Tyutchev (18031873)