How can this adjustment of sum be correct?
$begingroup$
In our Probability and statistics materials, I run into this equation:
$X_i$ is one result (I hope)
$n$ is a count of the results
$overline{X_n}$ is sample mean of the results
It is connected with point estimations, we are trying to estimate variance, and this adjustment should help. But I don't understand how we can do it.
I expect it has something to do with this adjustment:
$(a-b)^2=a^2-2ab+b^2$
But I just don't see how (especially the minus sign confuses me). I understand that the $(overline{X_n})^2$ was removed from the sum. But where is the $2ab$ part?
So, How can the adjustment be accurate?
algebra-precalculus statistics estimation-theory
$endgroup$
add a comment |
$begingroup$
In our Probability and statistics materials, I run into this equation:
$X_i$ is one result (I hope)
$n$ is a count of the results
$overline{X_n}$ is sample mean of the results
It is connected with point estimations, we are trying to estimate variance, and this adjustment should help. But I don't understand how we can do it.
I expect it has something to do with this adjustment:
$(a-b)^2=a^2-2ab+b^2$
But I just don't see how (especially the minus sign confuses me). I understand that the $(overline{X_n})^2$ was removed from the sum. But where is the $2ab$ part?
So, How can the adjustment be accurate?
algebra-precalculus statistics estimation-theory
$endgroup$
$begingroup$
If you expand the sum you will see how.
$endgroup$
– John Douma
Jan 12 at 20:36
add a comment |
$begingroup$
In our Probability and statistics materials, I run into this equation:
$X_i$ is one result (I hope)
$n$ is a count of the results
$overline{X_n}$ is sample mean of the results
It is connected with point estimations, we are trying to estimate variance, and this adjustment should help. But I don't understand how we can do it.
I expect it has something to do with this adjustment:
$(a-b)^2=a^2-2ab+b^2$
But I just don't see how (especially the minus sign confuses me). I understand that the $(overline{X_n})^2$ was removed from the sum. But where is the $2ab$ part?
So, How can the adjustment be accurate?
algebra-precalculus statistics estimation-theory
$endgroup$
In our Probability and statistics materials, I run into this equation:
$X_i$ is one result (I hope)
$n$ is a count of the results
$overline{X_n}$ is sample mean of the results
It is connected with point estimations, we are trying to estimate variance, and this adjustment should help. But I don't understand how we can do it.
I expect it has something to do with this adjustment:
$(a-b)^2=a^2-2ab+b^2$
But I just don't see how (especially the minus sign confuses me). I understand that the $(overline{X_n})^2$ was removed from the sum. But where is the $2ab$ part?
So, How can the adjustment be accurate?
algebra-precalculus statistics estimation-theory
algebra-precalculus statistics estimation-theory
edited Jan 12 at 20:39
TGar
asked Jan 12 at 20:27
TGarTGar
1558
1558
$begingroup$
If you expand the sum you will see how.
$endgroup$
– John Douma
Jan 12 at 20:36
add a comment |
$begingroup$
If you expand the sum you will see how.
$endgroup$
– John Douma
Jan 12 at 20:36
$begingroup$
If you expand the sum you will see how.
$endgroup$
– John Douma
Jan 12 at 20:36
$begingroup$
If you expand the sum you will see how.
$endgroup$
– John Douma
Jan 12 at 20:36
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
It's actually pretty simple but the brackets in your picture might be a bit confusing. For simplicity reasons I'll only look at the sum.
We know that $$sum^{n}_{i=1}(X_i - bar{X_{n}})^2=(sum^{n}_{i=1}X_i^2)-2bar{X_n}sum^{n}_{i=1}X_i+sum^{n}_{i=1}bar{X_n}^2$$
Which in turn reduces to $$(sum^{n}_{i=1}X_i^2)-2bar{X_n}sum^{n}_{i=1}X_i+sum^{n}_{i=1}bar{X_n}^2=(sum^{n}_{i=1}X_i^2)-2bar{X_n}nbar{X_{n}}+nbar{X_n}^2$$
Because ofcourse we know that $frac{1}{n}sum^{n}_{i=1}X_i=bar{X_n}$ so $sum^{n}_{i=1}X_i=nbar{X_n}$. Here is now the thing we want because $$(sum^{n}_{i=1}X_i^2)-2bar{X_n}nbar{X_{n}}+nbar{X_n}^2=(sum^{n}_{i=1}X_i^2)-nbar{X_n}^2$$
Put the constant of $frac{1}{1-n}$ that we left out for simplicity, back in front, and you're done!
$endgroup$
$begingroup$
How can you put $2bar{Xn}$ outside the sum in the first part?
$endgroup$
– TGar
Jan 12 at 20:42
$begingroup$
Because there is no subscript $i$ anymore, so you are not summing over anything. Instead, try looking at the $bar{X_n}$ as just a constant $c$ (ofcourse it isn't actually constant, but for simplicity). Do you agree that you could then take this constant $c$ out of the sum?
$endgroup$
– S. Crim
Jan 12 at 20:43
$begingroup$
Sure, of course, you're right! I understand. Thanks!
$endgroup$
– TGar
Jan 12 at 20:45
add a comment |
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1 Answer
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1 Answer
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$begingroup$
It's actually pretty simple but the brackets in your picture might be a bit confusing. For simplicity reasons I'll only look at the sum.
We know that $$sum^{n}_{i=1}(X_i - bar{X_{n}})^2=(sum^{n}_{i=1}X_i^2)-2bar{X_n}sum^{n}_{i=1}X_i+sum^{n}_{i=1}bar{X_n}^2$$
Which in turn reduces to $$(sum^{n}_{i=1}X_i^2)-2bar{X_n}sum^{n}_{i=1}X_i+sum^{n}_{i=1}bar{X_n}^2=(sum^{n}_{i=1}X_i^2)-2bar{X_n}nbar{X_{n}}+nbar{X_n}^2$$
Because ofcourse we know that $frac{1}{n}sum^{n}_{i=1}X_i=bar{X_n}$ so $sum^{n}_{i=1}X_i=nbar{X_n}$. Here is now the thing we want because $$(sum^{n}_{i=1}X_i^2)-2bar{X_n}nbar{X_{n}}+nbar{X_n}^2=(sum^{n}_{i=1}X_i^2)-nbar{X_n}^2$$
Put the constant of $frac{1}{1-n}$ that we left out for simplicity, back in front, and you're done!
$endgroup$
$begingroup$
How can you put $2bar{Xn}$ outside the sum in the first part?
$endgroup$
– TGar
Jan 12 at 20:42
$begingroup$
Because there is no subscript $i$ anymore, so you are not summing over anything. Instead, try looking at the $bar{X_n}$ as just a constant $c$ (ofcourse it isn't actually constant, but for simplicity). Do you agree that you could then take this constant $c$ out of the sum?
$endgroup$
– S. Crim
Jan 12 at 20:43
$begingroup$
Sure, of course, you're right! I understand. Thanks!
$endgroup$
– TGar
Jan 12 at 20:45
add a comment |
$begingroup$
It's actually pretty simple but the brackets in your picture might be a bit confusing. For simplicity reasons I'll only look at the sum.
We know that $$sum^{n}_{i=1}(X_i - bar{X_{n}})^2=(sum^{n}_{i=1}X_i^2)-2bar{X_n}sum^{n}_{i=1}X_i+sum^{n}_{i=1}bar{X_n}^2$$
Which in turn reduces to $$(sum^{n}_{i=1}X_i^2)-2bar{X_n}sum^{n}_{i=1}X_i+sum^{n}_{i=1}bar{X_n}^2=(sum^{n}_{i=1}X_i^2)-2bar{X_n}nbar{X_{n}}+nbar{X_n}^2$$
Because ofcourse we know that $frac{1}{n}sum^{n}_{i=1}X_i=bar{X_n}$ so $sum^{n}_{i=1}X_i=nbar{X_n}$. Here is now the thing we want because $$(sum^{n}_{i=1}X_i^2)-2bar{X_n}nbar{X_{n}}+nbar{X_n}^2=(sum^{n}_{i=1}X_i^2)-nbar{X_n}^2$$
Put the constant of $frac{1}{1-n}$ that we left out for simplicity, back in front, and you're done!
$endgroup$
$begingroup$
How can you put $2bar{Xn}$ outside the sum in the first part?
$endgroup$
– TGar
Jan 12 at 20:42
$begingroup$
Because there is no subscript $i$ anymore, so you are not summing over anything. Instead, try looking at the $bar{X_n}$ as just a constant $c$ (ofcourse it isn't actually constant, but for simplicity). Do you agree that you could then take this constant $c$ out of the sum?
$endgroup$
– S. Crim
Jan 12 at 20:43
$begingroup$
Sure, of course, you're right! I understand. Thanks!
$endgroup$
– TGar
Jan 12 at 20:45
add a comment |
$begingroup$
It's actually pretty simple but the brackets in your picture might be a bit confusing. For simplicity reasons I'll only look at the sum.
We know that $$sum^{n}_{i=1}(X_i - bar{X_{n}})^2=(sum^{n}_{i=1}X_i^2)-2bar{X_n}sum^{n}_{i=1}X_i+sum^{n}_{i=1}bar{X_n}^2$$
Which in turn reduces to $$(sum^{n}_{i=1}X_i^2)-2bar{X_n}sum^{n}_{i=1}X_i+sum^{n}_{i=1}bar{X_n}^2=(sum^{n}_{i=1}X_i^2)-2bar{X_n}nbar{X_{n}}+nbar{X_n}^2$$
Because ofcourse we know that $frac{1}{n}sum^{n}_{i=1}X_i=bar{X_n}$ so $sum^{n}_{i=1}X_i=nbar{X_n}$. Here is now the thing we want because $$(sum^{n}_{i=1}X_i^2)-2bar{X_n}nbar{X_{n}}+nbar{X_n}^2=(sum^{n}_{i=1}X_i^2)-nbar{X_n}^2$$
Put the constant of $frac{1}{1-n}$ that we left out for simplicity, back in front, and you're done!
$endgroup$
It's actually pretty simple but the brackets in your picture might be a bit confusing. For simplicity reasons I'll only look at the sum.
We know that $$sum^{n}_{i=1}(X_i - bar{X_{n}})^2=(sum^{n}_{i=1}X_i^2)-2bar{X_n}sum^{n}_{i=1}X_i+sum^{n}_{i=1}bar{X_n}^2$$
Which in turn reduces to $$(sum^{n}_{i=1}X_i^2)-2bar{X_n}sum^{n}_{i=1}X_i+sum^{n}_{i=1}bar{X_n}^2=(sum^{n}_{i=1}X_i^2)-2bar{X_n}nbar{X_{n}}+nbar{X_n}^2$$
Because ofcourse we know that $frac{1}{n}sum^{n}_{i=1}X_i=bar{X_n}$ so $sum^{n}_{i=1}X_i=nbar{X_n}$. Here is now the thing we want because $$(sum^{n}_{i=1}X_i^2)-2bar{X_n}nbar{X_{n}}+nbar{X_n}^2=(sum^{n}_{i=1}X_i^2)-nbar{X_n}^2$$
Put the constant of $frac{1}{1-n}$ that we left out for simplicity, back in front, and you're done!
answered Jan 12 at 20:38
S. CrimS. Crim
404212
404212
$begingroup$
How can you put $2bar{Xn}$ outside the sum in the first part?
$endgroup$
– TGar
Jan 12 at 20:42
$begingroup$
Because there is no subscript $i$ anymore, so you are not summing over anything. Instead, try looking at the $bar{X_n}$ as just a constant $c$ (ofcourse it isn't actually constant, but for simplicity). Do you agree that you could then take this constant $c$ out of the sum?
$endgroup$
– S. Crim
Jan 12 at 20:43
$begingroup$
Sure, of course, you're right! I understand. Thanks!
$endgroup$
– TGar
Jan 12 at 20:45
add a comment |
$begingroup$
How can you put $2bar{Xn}$ outside the sum in the first part?
$endgroup$
– TGar
Jan 12 at 20:42
$begingroup$
Because there is no subscript $i$ anymore, so you are not summing over anything. Instead, try looking at the $bar{X_n}$ as just a constant $c$ (ofcourse it isn't actually constant, but for simplicity). Do you agree that you could then take this constant $c$ out of the sum?
$endgroup$
– S. Crim
Jan 12 at 20:43
$begingroup$
Sure, of course, you're right! I understand. Thanks!
$endgroup$
– TGar
Jan 12 at 20:45
$begingroup$
How can you put $2bar{Xn}$ outside the sum in the first part?
$endgroup$
– TGar
Jan 12 at 20:42
$begingroup$
How can you put $2bar{Xn}$ outside the sum in the first part?
$endgroup$
– TGar
Jan 12 at 20:42
$begingroup$
Because there is no subscript $i$ anymore, so you are not summing over anything. Instead, try looking at the $bar{X_n}$ as just a constant $c$ (ofcourse it isn't actually constant, but for simplicity). Do you agree that you could then take this constant $c$ out of the sum?
$endgroup$
– S. Crim
Jan 12 at 20:43
$begingroup$
Because there is no subscript $i$ anymore, so you are not summing over anything. Instead, try looking at the $bar{X_n}$ as just a constant $c$ (ofcourse it isn't actually constant, but for simplicity). Do you agree that you could then take this constant $c$ out of the sum?
$endgroup$
– S. Crim
Jan 12 at 20:43
$begingroup$
Sure, of course, you're right! I understand. Thanks!
$endgroup$
– TGar
Jan 12 at 20:45
$begingroup$
Sure, of course, you're right! I understand. Thanks!
$endgroup$
– TGar
Jan 12 at 20:45
add a comment |
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$begingroup$
If you expand the sum you will see how.
$endgroup$
– John Douma
Jan 12 at 20:36