A Few Properties of Sample Variance
نویسندگان
چکیده
منابع مشابه
Asymptotic algorithm for computing the sample variance of interval data
The problem of the sample variance computation for epistemic inter-val-valued data is, in general, NP-hard. Therefore, known efficient algorithms for computing variance require strong restrictions on admissible intervals like the no-subset property or heavy limitations on the number of possible intersections between intervals. A new asymptotic algorithm for computing the upper bound of the samp...
متن کاملTotal Variance as an Exact Analysis of the Sample Variance ∗
Given a sequence of fractional frequency deviates, we investigate the relationship between the sample variance of these deviates and the total variance (Totvar) estimator of the Allan variance. We demonstrate that we can recover exactly twice the sample variance by renormalizing the Totvar estimator and then summing it over dyadic averaging times 1, 2, 4, . . . , 2 along with one additional ter...
متن کاملA Few Properties of Disordered Conductors
In this brief tutorial review, I show how phase coherent properties of disordered conductors can be described in a simple and unified way. These properties include transport properties like weak-localization correction and universal conductance fluctuations, and thermodynamic properties like orbital magnetism and persistent currents. They can be related to the classical return probability for a...
متن کاملSample variance of the cosmic velocity field
Since the cosmic peculiar velocity field depends on small wave-number modes strongly, we cannot probe its universal properties unless we observe a sufficiently large region. We calculate the expected deviation (sample variance) of the peculiar velocity dispersion from its universal value in the case observed volume is finite. Using linear theory we show that the sample variance remains as large...
متن کاملSample Variance of non-Gaussian Sky Distributions
Non-Gaussian distributions of cosmic microwave background (CMB) anisotropies have been proposed to reconcile the discrepancies between different experiments at half-degree scales (Coulson et al. 1994). Each experiment probes a different part of the sky, furthermore, sky coverage is very small, hence the sample variance of each experiment can be large, especially when the sky signal is non-Gauss...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2018
ISSN: 1556-5068
DOI: 10.2139/ssrn.3247547