Re: Do you want it?



Jack wrote:

*** From the abusive S.S. Wilks, Mathematical
Statistics, equation (8.2.6), page 199, Wiley & Sons,
1962. "Now consider the sample variance, which is
defined as
s^2 = Sum(Xi-Xbar)^2/(n-1)." Jack ***



My response

WHAT IS INEQUIVOCALLY true is that the 2nd moment
about the sample mean is called, BY DEFINITION the
sample variance and that is expression is:

_____= ssd / N

If there are abusers (I never doubt it) they MUST BE
criticized. If we do not do it the confusion grows
up.
Jack, do you really want it?

_____licas (Luis A. Afonso)


I checked every book on my bookshelf. Whenever the population mean is unknown, they all define the sample variance as

s^2 = Sum(Xi-Xbar)^2/(n-1).

In multivariate cases, when the popoulation mean vector is unknown, they all define the sample covariance matrix as

S = Sum(Xi-Xbar)(Xi-Xbar)'/(n-1).

Can you cite a reference which uses your formula?

Jack
.