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@ -1,4 +1,7 @@
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.. _bessel_correction:
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Bessel's Correction
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Bessel's Correction
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-----------------------
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-----------------------
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TODO
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Bessel's correction is the use of :math:`n-1` instead of :math:`n` in the formula for the sample
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variance and sample standard deviation.
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@ -12,6 +12,11 @@ occurring we have:
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.. math::
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.. math::
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\mathbb{E}[X]=x_1p_1+x_2p_2+\cdots+x_np_n
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\mathbb{E}[X]=x_1p_1+x_2p_2+\cdots+x_np_n
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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>`_):
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.. math::
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\overline{x}=\frac{\sum_{i=1}^n x_i}{n}
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Variance
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Variance
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------------------
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------------------
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@ -20,6 +25,13 @@ Variance can be seen as the expected squared deviation from the expected value o
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.. math::
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.. math::
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\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)
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\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)
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When working with a sample, the following is an unbiased estimator of the variance:
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.. math::
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s=\frac{\sum_{i=1}^n(x_i-\overline{x})^2}{n-1}
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To understand why denominator is :math:`n-1` see :ref:`Bessel's correction <bessel_correction>`.
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Covariance
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Covariance
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------------------
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------------------
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@ -45,11 +57,17 @@ Standard deviation provides a way to interprete the variance using the unit of :
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.. math::
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.. math::
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\sigma=\sqrt{\mathbb{V}[X]}
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\sigma=\sqrt{\mathbb{V}[X]}
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When working with a sample, the following is an unbiased estimator of the standard deviation:
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.. math::
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s=\sqrt{\frac{\sum_{i=1}^n(x_i-\overline{x})^2}{n-1}}
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To understand why denominator is :math:`n-1` see :ref:`Bessel's correction <bessel_correction>`.
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Standard Error of the Mean
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Standard Error of the Mean
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-----------------------------
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-----------------------------
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Standard Error of the Mean (SEM) quantifies the error that is potentially made when computing the mean.
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Standard Error of the Mean (SEM) quantifies the error that is potentially made when computing the mean of a population.
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.. math::
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.. math::
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\mathrm{SEM}=\sigma_X^{-}=\sqrt{\frac{\mathbb{V}[X]}{n}}=\frac{\sigma}{\sqrt{n}}
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\mathrm{SEM}=\sigma_X^{-}=\sqrt{\frac{\mathbb{V}[X]}{n}}=\frac{\sigma}{\sqrt{n}}
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@ -79,6 +97,11 @@ Output example:
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Means SD: 1.27
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Means SD: 1.27
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SEM 1.26
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SEM 1.26
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When working with a sample of :math:`n` individuals, an estimator of the SEM is:
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.. math::
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s_{\overline{x}}=\frac{s}{\sqrt{n}}
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Degree of Freedom
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Degree of Freedom
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--------------------
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--------------------
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