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Sample Mean

The sample mean of a set {x_1,...,x_n} of n observations from a given distribution is defined by

 m=1/nsum_(k=1)^nx_k.

It is an unbiased estimator for the population mean mu. The notation mu^^_n is therefore sometimes used, with the hat indicating that this quantity is an estimator for mu.

The sample mean of a list of data is implemented directly as Mean[list].

An interesting empirical relationship between the sample mean, statistical median, and mode which appears to hold for unimodal curves of moderate asymmetry is given by

 mean-mode approx 3(mean-median)

(Kenney and Keeping 1962, p. 53), which is the basis for the definition of the Pearson mode skewness.

SEE ALSO: Arithmetic Mean, Mean, Population Mean, Sample, Sample Central Moment, Sample Raw Moment, Sample Size, Sample Variance

REFERENCES:

Evans, M.; Hastings, N.; and Peacock, B. Statistical Distributions, 3rd ed. New York: Wiley, p. 16, 2000.

Kenney, J. F. and Keeping, E. S. "Averages," "Relation Between Mean, Median, and Mode," and "Relative Merits of Mean, Median, and Mode." §3.1 and §4.8-4.9 in Mathematics of Statistics, Pt. 1, 3rd ed. Princeton, NJ: Van Nostrand, pp. 32 and 52-54, 1962.




CITE THIS AS:

Weisstein, Eric W. "Sample Mean." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/SampleMean.html

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