c******3
发帖数: 18 | 1 Suppose that a random variable has a variance of 100.
Now I sample it independently 5 times, and calculate the variances.
The question is how to compute the theoretical variance of the sample-size-5
variance.
Thanks. | s*****n
发帖数: 2174 | 2 Short answer: "the sample-size-5 variance" is they way to "compute the
theoretical variance".
Long answer:
It seems you have some confusions about basic concepts.
A distribution has an inherit variance and a lot of other attribute (such as
mean, skewness, etc), but neither of the distribution or the attributes of
the distribution can we see. What we can do is to obtain a sample from that
distribution, and use some function of the sample (a.k.a. statistics) to
guess the underlying distribution or | c******3
发帖数: 18 | 3 Thanks for your reply.
I should have stated my question clearly. Sorry for the confusion. My real
question is as follows:
I have a random variable, which follows a normal distribution N(0, 100).
Now I sample it 5 times, and get a sample of size 5.
Given such a sample, I can calculate its variance. Let the sample variance
be v_1.
Now I repeat the sampling process n times, and calculate the variance for
each sample.
As a result, I obtain n sample variances, v_1, v_2, ... v_n.
Given these n sample
【在 s*****n 的大作中提到】
: Short answer: "the sample-size-5 variance" is they way to "compute the
: theoretical variance".
: Long answer:
: It seems you have some confusions about basic concepts.
: A distribution has an inherit variance and a lot of other attribute (such as
: mean, skewness, etc), but neither of the distribution or the attributes of
: the distribution can we see. What we can do is to obtain a sample from that
: distribution, and use some function of the sample (a.k.a. statistics) to
: guess the underlying distribution or
| s*****n
发帖数: 2174 | |
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