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Re: [Phys-l] sample variance versus population variance



I think that this conversation is a great example of the "Who's on First"
syndrome mentioned in another thread. Seems like a misuse of assumed common
language has led us to a miscommunication. Also some sloppiness on my part.

On 10/9/06, John Denker <jsd@av8n.com> wrote:


Well, I still think that the "nutshell" question is isomorphic to the
sample_variance versus population_variance question. Rereading the
previous message tells me the same thing.

At some very abstract level, asking whether you should propagate the
standard deviation (i.e. sqrt of population variance) or propagate
the standard deviation of the mean ( i.e. sqrt of sample variance)


I use these terms differently than you are using them. I call one the
sample standard deviation (this is the square root of the sample variance);
actually in casual conversation I just call this standard deviation. I call
the other the population standard deviation (this is the square root of the
population variance); I think I usually call this the standard deviation of
the population. As you pointed out, the difference between dividing by
sqrt(N) and dividing by sqrt(N-1) is not terribly important for large N.

What I call the standard deviation of the mean is sometimes called the
standard error (though I learned that this is also ambiguous nomenclature):

http://mathworld.wolfram.com/StandardError.html

It is the standard deviation _further_ divided by sqrt(N).

I hope that _this_ attempt makes my "nutshell" question a better
representation of what I was trying to ask. Tim F. has mostly addressed
that in the other thread, I think.

I do appreciate your concise example of the difference between the sample
standard deviation and the population standard deviation. I've often
struggled with a good way to explain the distinction to students, and I'm
going to try your explanation.

--
regards
-Krishna

Krishna Chowdary
Department of Physics & Astronomy
Bucknell University