NotesFAQContact Us
Collection
Advanced
Search Tips
Peer reviewed Peer reviewed
Direct linkDirect link
ERIC Number: EJ850645
Record Type: Journal
Publication Date: 2005-Mar
Pages: 9
Abstractor: As Provided
Reference Count: 11
ISBN: N/A
ISSN: ISSN-1069-1898
The Expected Sample Variance of Uncorrelated Random Variables with a Common Mean and Some Applications in Unbalanced Random Effects Models
Vardeman, Stephen B.; Wendelberger, Joanne R.
Journal of Statistics Education, v13 n1 Mar 2005
There is a little-known but very simple generalization of the standard result that for uncorrelated random variables with common mean [mu] and variance [sigma][superscript 2], the expected value of the sample variance is [sigma][superscript 2]. The generalization justifies the use of the usual standard error of the sample mean in possibly heteroscedastic situations, and motivates elementary estimators in even unbalanced linear random effects models. The latter both provides nontrivial examples and exercises concerning method-of-moments estimation, and also helps "demystify" the whole matter of variance component estimation. This is illustrated in general for the simple one-way context and for a specific unbalanced two-factor hierarchical data structure. (Contains 1 figure.)
American Statistical Association. 732 North Washington Street, Alexandria, VA 22314. Tel: 703-684-1221; Tel: 888-231-3473; Fax: 703-684-2037; e-mail: asainfo@amstat.org; Web site: http://www.amstat.org/publications/jse
Publication Type: Journal Articles; Reports - Descriptive
Education Level: Higher Education; Postsecondary Education
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A