When merging two groups: combined mean x-bar = . Combined variance uses the formula: = [n1*(s1^{2+d1}^2) + n2*(s2^{2+d2}^2)]/(n1+n2), where di = xi-bar - x-bar (deviation of each group mean from combined mean). Intuition: the combined variance has two components — the within-group variance (, ) and the between-group variance (, ). Even if both groups have zero variance individually, the combined variance is nonzero if their means differ. Shortcut: if both groups have the same mean, combined variance = . Alternatively, add raw sums: combined sum = S1+S2, combined sum of squares = Q1+Q2, then use the computational formula.
Part of ALG-08 — Statistics: Mean, Variance & Standard Deviation
Combined Statistics for Two Groups
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