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Pooled Standard Deviation


The pooled standard deviation is the positive square root of the pooled variance. For independent samples with sample sizes n_i and unbiased sample variances s_i^2, it is

 s_p=sqrt((sum_(i=1)^(k)(n_i-1)s_i^2)/(sum_(i=1)^(k)(n_i-1))).

It estimates a common population standard deviation under the assumption that the group variances are equal. For two groups, s_p is the scale estimate used by the equal-variance two-sample t-test.


See also

Pooled Variance, Population Standard Deviation, Sample Standard Deviation, Standard Deviation, Two-Sample t-Test

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References

Casella, G. and Berger, R. L. Statistical Inference, 2nd ed. Pacific Grove, CA: Duxbury, 2002.

Cite this as:

Weisstein, Eric W. "Pooled Standard Deviation." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/PooledStandardDeviation.html

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