large-sample variance

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• Sample size determination — is the act of choosing the number of observations to include in a statistical sample. The sample size is an important feature of any empirical study in which the goal is to make inferences about a population from a sample. In practice, the sample …   Wikipedia

• Variance — In probability theory and statistics, the variance of a random variable, probability distribution, or sample is one measure of statistical dispersion, averaging the squared distance of its possible values from the expected value (mean). Whereas… …   Wikipedia

• Sample size — The sample size of a statistical sample is the number of observations that constitute it. It is typically denoted n , a positive integer (natural number).Typically, all else being equal, a larger sample size leads to increased precision in… …   Wikipedia

• Algorithms for calculating variance — play a major role in statistical computing. A key problem in the design of good algorithms for this problem is that formulas for the variance may involve sums of squares, which can lead to numerical instability as well as to arithmetic overflow… …   Wikipedia

• Hadamard variance — The Hadamard variance (HVAR) is a measure of stability of clocks and oscillators. It uses 3 sample variance, not unlike the Allan variance, which uses 2 sample variance. But unlike the Allan variance, the Hadamard variance is able to converge a… …   Wikipedia

• Law of large numbers — The law of large numbers (LLN) is a theorem in probability that describes the long term stability of the mean of a random variable. Given a random variable with a finite expected value, if its values are repeatedly sampled, as the number of these …   Wikipedia

• Analysis of variance — In statistics, analysis of variance (ANOVA) is a collection of statistical models, and their associated procedures, in which the observed variance in a particular variable is partitioned into components attributable to different sources of… …   Wikipedia

• Cosmic variance — For the weblog, see Cosmic Variance (blog). Physical cosmology Universe …   Wikipedia

• Proof of the law of large numbers — Given X 1, X 2, ... an infinite sequence of i.i.d. random variables with finite expected value E(X 1 ) = E(X 2 ) = ... = µ < ∞, we are interested in the convergence of the sample average:overline{X} n= frac1n(X 1+cdots+X n). TOC The weak… …   Wikipedia

• Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function …   Wikipedia

• statistics — /steuh tis tiks/, n. 1. (used with a sing. v.) the science that deals with the collection, classification, analysis, and interpretation of numerical facts or data, and that, by use of mathematical theories of probability, imposes order and… …   Universalium