Part of ALG-08 — Statistics: Mean, Variance & Standard Deviation

Combined Mean and Variance

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For two groups (n1, x-bar1, s12s1^2) and (n2, x-bar2, s22s2^2): Combined mean x-bar = n1xbar1+n2xbar2(n1+n2)\frac{n1*x-bar1 + n2*x-bar2}{(n1+n2)}. Combined variance s2s^2 = [n1*(s12s1^2 + d12d1^2) + n2*(s22s2^2 + d22d2^2)]/(n1+n2), where d1 = x-bar1 - x-bar, d2 = x-bar2 - x-bar. The d-terms account for the difference between individual group means and the combined mean. If the two groups have the same mean, combined variance simplifies to the weighted average of variances.

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