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

Variance of Combined Datasets — Algebraic Approach

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Alternative approach: if you know sum(xi) and sum(xi2xi^2) for each group, just add them. For groups with sums S1, S2 and sum-of-squares Q1, Q2 and sizes n1, n2: Combined sum = S1+S2, combined sum of squares = Q1+Q2, combined n = n1+n2. Then combined mean = S1+S2(n1+n2)\frac{S1+S2}{(n1+n2)} and combined variance = Q1+Q2(n1+n2)\frac{Q1+Q2}{(n1+n2)} - (combined mean)^2. This avoids the d1, d2 formula entirely.

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