Pooled standard deviation
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In statistics, pooled standard deviation is a way to find an estimate of the population standard deviation given several different samples taken in different circumstances where the mean may vary between samples but the true standard deviation (precision) is assumed to remain the same. It is calculated by
or with simpler notation,
where sp is the pooled standard deviation, ni is the sample size of the i'th sample, si is the standard deviation of the ith sample, and k is the number of samples being combined. n − 1 is used instead of n for the same reason it may be used in calculating standard deviations from samples.
See also
- Pooled variance
- Used for calculating Cohen's d (effect size)
External links
Definitions
- http://www.iupac.org/goldbook/P04758.pdf
- http://www.isixsigma.com/dictionary/Pooled_Standard_Deviation-295.htm
Uses
- http://web.psych.utoronto.ca/~psy379/Stats%20PPT.pdf - also referring to Cohen's d (on page 6)
- http://www.pubmedcentral.nih.gov/articlerender.fcgi?artid=1473027
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