Minor changes

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Loic Guegan 2023-10-15 18:46:40 +02:00
parent 1f4bfb65d2
commit f521075347
2 changed files with 28 additions and 2 deletions

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@ -1,4 +1,7 @@
.. _bessel_correction:
Bessel's Correction
-----------------------
TODO
Bessel's correction is the use of :math:`n-1` instead of :math:`n` in the formula for the sample
variance and sample standard deviation.

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@ -12,6 +12,11 @@ occurring we have:
.. math::
\mathbb{E}[X]=x_1p_1+x_2p_2+\cdots+x_np_n
When working with a sample, the following is an unbiased estimator of the expected value (`source <https://stats.stackexchange.com/questions/518084/whats-the-difference-between-the-mean-and-expected-value-of-a-normal-distributi>`_):
.. math::
\overline{x}=\frac{\sum_{i=1}^n x_i}{n}
Variance
------------------
@ -20,6 +25,13 @@ Variance can be seen as the expected squared deviation from the expected value o
.. math::
\mathbb{V}[X]=\mathbb{E}[X-\mathbb{E}[X]]^2=\frac{\sum_{i=1}^n (x_i - \mathbb{E}[X])^2}{n}=\mathrm{Cov}(X,X)
When working with a sample, the following is an unbiased estimator of the variance:
.. math::
s=\frac{\sum_{i=1}^n(x_i-\overline{x})^2}{n-1}
To understand why denominator is :math:`n-1` see :ref:`Bessel's correction <bessel_correction>`.
Covariance
------------------
@ -45,11 +57,17 @@ Standard deviation provides a way to interprete the variance using the unit of :
.. math::
\sigma=\sqrt{\mathbb{V}[X]}
When working with a sample, the following is an unbiased estimator of the standard deviation:
.. math::
s=\sqrt{\frac{\sum_{i=1}^n(x_i-\overline{x})^2}{n-1}}
To understand why denominator is :math:`n-1` see :ref:`Bessel's correction <bessel_correction>`.
Standard Error of the Mean
-----------------------------
Standard Error of the Mean (SEM) quantifies the error that is potentially made when computing the mean.
Standard Error of the Mean (SEM) quantifies the error that is potentially made when computing the mean of a population.
.. math::
\mathrm{SEM}=\sigma_X^{-}=\sqrt{\frac{\mathbb{V}[X]}{n}}=\frac{\sigma}{\sqrt{n}}
@ -79,6 +97,11 @@ Output example:
Means SD: 1.27
SEM 1.26
When working with a sample of :math:`n` individuals, an estimator of the SEM is:
.. math::
s_{\overline{x}}=\frac{s}{\sqrt{n}}
Degree of Freedom
--------------------