Article View: sci.math.stat
Article #372Re: Fwd: Standard Deviation.
From: Robert E George
Date: Sat, 15 Aug 1992 01:13
Date: Sat, 15 Aug 1992 01:13
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In article <1992Aug15.000049.29790@leland.Stanford.EDU> dhinds@leland.Stanford.
EDU (David Hinds) writes:
>In article <1992Aug14.231916.23479@magnus.acs.ohio-state.edu> regeorge@magnus.
acs.ohio-state.edu (Robert E George) writes:
>>
>>More intuitively, if we take a very sample, we are less likely to get
>>extreme values and so our notion of what the population variance is (note
>>that I am not proposing some particular estimator) will be unrealistic.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
>>For instance, I give an exam to two students. Their scores are 67 and
>>71. I think, "Gee, there's not a lot of variability in these scores."
>>But then 8 more students take the exam:
>> 60 78 100 38 50 88 99 39
>>
>>and it now is clear there *is* more variability in these scores.
>>
>>But let me reiterate that T will *always* have a negative bias for the
>>population variance whatever the sample size is
>
>This is wrong. If this set of 8 values is the "population", sure, for
>your particular sample, the predicted variance happens to be less than
>the population variance. However, the mean variance of all samples
>from this population will equal the population variance (i.e., the
>sample variance is an unbiased estimator). Note that most samples of
>size 2 from this population will have much larger variances than the
>one you picked, and many will have variances larger than the parent
>population (i.e., you are just as likely to get [100 38] as [67 71]).
[deletions]
The 8 values are not necessarily the whole population (which may
well be finite).
For any given range of values, the probability that a RS of size
8 will be contained in that range is no greater than the probability
that a RS of size 2 will be contained in that range.
My intent (as I made clear) wasn't that we think of a particular
estimator, just that we
look at the data and try to see how variable it is.
Robert George
(speaking only for myself)
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Newsgroups: sci.math.stat Path: arc1-ca.pugleaf.net!sparky!uunet!cis.ohio-state.edu!magnus.acs.ohio-state.edu!regeorge From: regeorge@magnus.acs.ohio-state.edu (Robert E George) Subject: Re: Fwd: Standard Deviation. Message-ID: <1992Aug15.011353.24079@magnus.acs.ohio-state.edu> Sender: news@magnus.acs.ohio-state.edu Nntp-Posting-Host: bottom.magnus.acs.ohio-state.edu Organization: The Ohio State University References: <seX2yRq00Uh785H2EB@andre <1992Aug14.231916.23479@magnus.acs.ohio-s Date: Sat, 15 Aug 1992 01:13:53 GMT Lines: 40