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Talk:Sample mean and covariance

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This is an old revision of this page, as edited by Daviddoria (talk | contribs) at 18:45, 11 September 2008. The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

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Explanation needed

Perhaps someone more knowledgeable than me can add an explanation what a weighted sample and its covariance actually mean, esp. from the probability theory point of view (sample space). I know of 3 contexts: 1. weighted linear regression 2. biased samples, e.g., Efromovich, (2004) 3. weighted ensembles, as in Particle filters. Jmath666 06:24, 12 March 2007 (UTC)[reply]

Typo

Should the individual entries for the sample mean have a (1/N) in front of it? Or am I missing something here? --WillBecker 11:05, 2 May 2007 (UTC)[reply]

Thank you, I have fixed that now. You can be bold and make changes yourself. I do not own this (or any other page) even if I made most of the edits here to date. Thanks again for your help. Jmath666 20:49, 2 May 2007 (UTC)[reply]

Notation

Can we change the notation from x bar to \mu_x ? There just seems to be a ton of x's flying around and it may be easier to follow with mu's in some places?daviddoria (talk) 18:44, 11 September 2008 (UTC)[reply]