On Sun, Dec 6, 2009 at 11:36 AM, Sturla Molden <stu...@molden.no> wrote: > Colin J. Williams skrev: >> When one has a smallish sample size, what give the best estimate of the >> variance? > What do you mean by "best estimate"? > > Unbiased? Smallest standard error? > > >> In the widely used Analysis of Variance (ANOVA), the degrees of freedom >> are reduced for each mean estimated, > That is for statistical tests, not to compute estimators. > > > > > > _______________________________________________ > NumPy-Discussion mailing list > NumPy-Discussion@scipy.org > http://mail.scipy.org/mailman/listinfo/numpy-discussion >
Ignoring the estimation method, there is no correct answer unless you impose various conditions like minimum-variance unbiased estimator (http://en.wikipedia.org/wiki/Minimum_variance_unbiased) where usually N-1 wins. Anyhow, this is way off topic since it is totally in the realm of math stats. Law of large numbers (http://en.wikipedia.org/wiki/Law_of_large_numbers) just address that the average not the variance so it is not directly applicable. Bruce _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
