Welch–Satterthwaite Equation

Welch–Satterthwaite Equation

Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken

     

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Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-6-1311-8390-4
Объём: 72 страниц
Масса: 129 г
Размеры(В x Ш x Т), см: 23 x 16 x 1

High Quality Content by WIKIPEDIA articles! In statistics and uncertainty analysis, the Welch–Satterthwaite equation is used to calculate an approximation to the effective degrees of freedom of a linear combination of sample variances. For n sample variances si2 (i = 1, ..., n), each respectively having ?i degrees of freedom , often one computes the linear combination chi' = sum_{i=1}^{n} k_{i} s_{i}^{2}. In general, the distribution of ?' cannot be expressed analytically. However, its distribution can be approximated by another chi-squared distribution, whose effective degrees of freedom are given by the Welch–Satterthwaite equation nu_{chi'} approx frac{(sum_{i=1}^{n} k_{i} s_{i}^{2})^{2}} {sum_{i=1}^{n} frac{(k_{i} s_{i}^{2})^{2}} {nu_{i}} } There is no assumption that the underlying population variances ?i2 are equal. The result can be used to perform approximate statistical inference tests. The simplest application of this equation is in performing Welch's t test.

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