When to use which formula for sample variance?
Jan 7, 2025 · This variance is also called the "sample variance", although I think this term is confusing. The second estimator is the "method of moments estimator of variance" or, if we …
econometrics - GARCH (1,1) variance equation - Cross Validated
May 5, 2023 · 1 I need some help understanding how to write a variance equation. I have the general variance equation written as $$ \sigma_ {t}^2=\alpha_0+\alpha_1u_ {t …
The linearity of variance - Cross Validated
Dec 4, 2015 · Another way of thinking about it is that with random variables . would mean two times the value of the outcome of , while would mean two trials of . In other words, it's the …
pooling - How to calculate pooled variance of two or more groups …
Thanks. It is very helpful. Do you know roughly how this package works? Is the pooled variance based on the law of total variance? i.e. total variance decomposed to mean of variances and …
What does pooled variance "actually" mean? - Cross Validated
Sep 12, 2017 · Put simply, the pooled variance is an (unbiased) estimate of the variance within each sample, under the assumption/constraint that those variances are equal. This is …
Understanding bias-variance tradeoff derivation - Cross Validated
Mar 28, 2016 · I am reading the chapter on the bias-variance tradeoff in The elements of statistical learning and I don't understand the formula on page 29. Let the data arise from a …
How do I calculate the variance of the OLS estimator $\beta_0 ...
I believe this all works because since we provided that $\bar {u}$ and $\hat {\beta_1} - \beta_1$ are uncorrelated, the covariance between them is zero, so the variance of the sum is the sum …
Calculation of variance of prediction - Cross Validated
Could anybody show me how @Rob Hyndman calculates the variance of $\\hat{y}$ in the following link Obtaining a formula for prediction limits in a linear model : EDIT: Basically I don't …
Variance of an average of random variables - Cross Validated
Aug 27, 2015 · You're confusing the formula for computing the variance from a sample with a formula for how to calculate variances of averages of independent quantities from the …
Finding the Mean and Variance from PDF - Cross Validated
Jan 15, 2015 · If $\theta=4$ how to you find the mean and variance? My guess was to plug in $4$ of course and then integrate that function from $0$ to infinity. As for the variance I honestly …