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is their sample variance, then
, 2003
"... There is a littleknown but very simple generalization of the standard result that for uncorrelated variables with a common mean and variance, the expected sample variance is the marginal variance. The generalization justifies the use of the usual standard error of the sample mean in possibly hetero ..."
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There is a littleknown but very simple generalization of the standard result that for uncorrelated variables with a common mean and variance, the expected sample variance is the marginal variance. The generalization justifies the use of the usual standard error of the sample mean in possibly
Estimation of sampling variance
, 2000
"... To obtain estimates of student proficiency in mathematics and science that were both accurate and costeffective, TIMSS 1999 made extensive use of probability sampling techniques to sample students from national student populations. 1 Statistics computed from these national probability samples were ..."
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Cited by 4 (1 self)
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To obtain estimates of student proficiency in mathematics and science that were both accurate and costeffective, TIMSS 1999 made extensive use of probability sampling techniques to sample students from national student populations. 1 Statistics computed from these national probability samples were
Approximation Of Sampling variances and confidence intervals . . .
"... After reviewing pertinent literature on the estimation of sampling variances and confidence intervals in the maximum likelihood framework, a method to approximate these for individual parameters in a multiparameter analysis is described. It is based on the profile likelihood, defined as the likelih ..."
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Cited by 9 (2 self)
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After reviewing pertinent literature on the estimation of sampling variances and confidence intervals in the maximum likelihood framework, a method to approximate these for individual parameters in a multiparameter analysis is described. It is based on the profile likelihood, defined
Continuous Record Asymptotics for Rolling Sample Variance Estimators
 Econometrica
, 1996
"... It is widely known that conditional covariances of asset returns change over time. ..."
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Cited by 127 (0 self)
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It is widely known that conditional covariances of asset returns change over time.
Total variance as an exact analysis of the sample variance
 Proc. 29th Ann. PTTI Systems and Applications Meeting
, 1997
"... 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 ..."
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Cited by 4 (2 self)
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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
1 On Some Representations of Sample Variance*
"... The usual formula of variance depending on the rounding off the sample mean lacks in precision especially when computer programs are used for the calculation. The well known simplification of the total sums of squares does not always benefit. Since the variance of two observations is easily calculat ..."
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The usual formula of variance depending on the rounding off the sample mean lacks in precision especially when computer programs are used for the calculation. The well known simplification of the total sums of squares does not always benefit. Since the variance of two observations is easily
Simple Approximations to Null Sampling Variances
"... Procedures for significance testing and confidence interval estimation of several employed measures of association have been available for several years, but rarely used, possibly because of the lengthy computations entailed. Simple formulas involving the sample size and the number of rows and colum ..."
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Procedures for significance testing and confidence interval estimation of several employed measures of association have been available for several years, but rarely used, possibly because of the lengthy computations entailed. Simple formulas involving the sample size and the number of rows
Exact Bounds on Sample Variance of Interval Data
, 2002
"... We provide a feasible (quadratic time) algorithm for computing the lower bound V on the sample variance of interval data. The problem of computing the upper bound V is, in general, NPhard. We provide a feasible algorithm that computes V for many reasonable situations. ..."
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Cited by 11 (9 self)
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We provide a feasible (quadratic time) algorithm for computing the lower bound V on the sample variance of interval data. The problem of computing the upper bound V is, in general, NPhard. We provide a feasible algorithm that computes V for many reasonable situations.
Empirical Bernstein Bounds and Sample Variance Penalization
"... We give improved constants for data dependent and variance sensitive confidence bounds, called empirical Bernstein bounds, and extend these inequalities to hold uniformly over classes of functions whose growth function is polynomial in the sample size n. The bounds lead us to consider sample varianc ..."
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Cited by 15 (0 self)
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We give improved constants for data dependent and variance sensitive confidence bounds, called empirical Bernstein bounds, and extend these inequalities to hold uniformly over classes of functions whose growth function is polynomial in the sample size n. The bounds lead us to consider sample
I. RELATIONSHIP BETWEEN SAMPLE MEAN AND SAMPLE VARIANCE
"... Abstract. The problem of estimation the expected value in the case when a random variable has skewed probability distribution was considered e.g. by Carroll and Ruppert (1988), Chandra and Chambers (2006), Chen and Chen (1996), Karlberg (2000). Their results are based on transformation of skewed da ..."
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data. In the paper another approach is presented. The proposed estimators are constructed on the rather well known following property. Kendall and Stuart (1967) showed that the covariance between sample variance and sample mean is proportional to the third central moment of a variable. This property
Results 1  10
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