If they are independent then the expectation of the mean is the mean of
the expectations.
Note that the usual estimate of the standard deviation is slightly
biased (its expectation is not sigma). The sum of squared deviations
from the sample mean, divided by n-1 is unbiased for the variance, but a
slight bias is introduced when you take the square root. Details are
widely available, but my library is at the office, and I do not have
access to news groups there.
Nasser Hosseini wrote:
>
> Hi everybody!
>
> I wonder, if anybody out there knows, how to calculate the "mean" Standard
> deviation, if you have a number of Mean and Standard deviation based on
> DIFFERENT number of measurment:
>
> Subject 1: N1 (no. of measurment), M1 (mean), S1 (Standard deviation)
> Subject 2: N2 , M2 , S2
> ...
> Subject m: Nm , M2 , Sm
>
> i.e. Stotal = F(S1,S2,...,Sm; N1,N2,...,Nm)???
>
> Thanks
>
> /Nasser Hosseini
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