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Pooled Variance


The pooled variance combines independent sample variances from groups assumed to share a common population variance. For k groups with sample sizes n_i and unbiased sample variances s_i^2, it is

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

Thus each group variance is weighted by its degrees of freedom rather than directly by its sample size.

The pooled variance is used in the equal-variance two-sample t-test and in one-way ANOVA. It is inappropriate when the population variances cannot reasonably be treated as equal.


See also

ANOVA, Pooled Standard Deviation, Sample Variance, 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 Variance." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/PooledVariance.html

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