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  • Search: subject:"Runtime-optimized linear unbiased sample variance estimators"
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Year of publication
Subject
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Runtime-optimized linear unbiased sample variance estimators 2 Unbiased sample variance 2 Analysis of variance 1 Estimation theory 1 Sampling 1 Schätztheorie 1 Stichprobenerhebung 1 Varianzanalyse 1 Volatility 1 Volatilität 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Reichel, Felix 2
Published in...
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Working Paper 1 Working paper / Department of Economics, Johannes-Kepler-Universität of Linz 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
On Bessel's correction: Unbiased sample variance, the "bariance," and a novel runtime-optimized estimator
Reichel, Felix - 2025
Bessel's correction adjusts the denominator in the sample variance formula from n to n - 1 to produce an unbiased estimator for the population variance. This paper includes rigorous derivations, geometric interpretations, and visualizations. It then introduces the concept of "bariance," an...
Persistent link: https://www.econbiz.de/10015407463
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Cover Image
On Bessel's correction : unbiased sample variance, the "bariance," and a novel runtime-optimized estimator
Reichel, Felix - 2025
Bessel's correction adjusts the denominator in the sample variance formula from n to n − 1 to produce an unbiased estimator for the population variance. This paper includes rigorous derivations, geometric interpretations, and visualizations. It then introduces the concept of "bariance," an...
Persistent link: https://www.econbiz.de/10015376726
Saved in:
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