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

Combined Statistics for Two Groups

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When merging two groups: combined mean x-bar = n1x1bar+n2x2bar(n1+n2)\frac{n1*x1-bar + n2*x2-bar}{(n1+n2)}. Combined variance uses the formula: s2s^2 = [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 (s12s1^2, s22s2^2) and the between-group variance (d12d1^2, d22d2^2). 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 = n1s12+n2s22(n1+n2)\frac{n1*s1^2 + n2*s2^2}{(n1+n2)}. Alternatively, add raw sums: combined sum = S1+S2, combined sum of squares = Q1+Q2, then use the computational formula.

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