Proof that the Sample Variance is an Unbiased Estimator of the Population Variance

Proof that the Sample Variance is an Unbiased Estimator of the Population Variance

jbstatistics

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A proof that the sample variance (with n-1 in the denominator) is an unbiased estimator of the population variance.

In this proof I use the fact that the sampling distribution of the sample mean has a mean of mu and a variance of sigma^2/n. If you need that to be shown as well, I show that in this video: http://youtu.be/7mYDHbrLEQo.

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#sample_variance #unbiased_estimator #unbiased #proof_sample_variance_unbiased #proof #proving_sample_variance_is_unbiased #population_variance #unbiased_estimator_population_variance #n-1 #why_n-1 #sampling_distributions #jbstatistics #jb_statistics #statistics #8msl #8_minute_stats_lectures #intro_stats_videos #intro_stats_help #stats_help #stats_tutor
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Комментарии:

@n00b_ninja
@n00b_ninja - 16.12.2023 06:30

One of the best explanations for why n-1 is used for sample variance. Thank you so much!

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@MdSabuj-gd1ml
@MdSabuj-gd1ml - 17.10.2023 16:36

Great❤

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@SamiraAden-zu6ou
@SamiraAden-zu6ou - 24.09.2023 17:15

Thank you sir

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@ordiv12345
@ordiv12345 - 04.09.2023 04:05

Why do we not use |Xi - x̄ | instead of (Xi - x̄ )² ?

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@Euanker
@Euanker - 15.08.2023 13:54

my lecturer did this in 5 steps in the lecture notes, thanks for actually teaching me it

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@anushkamadan4622
@anushkamadan4622 - 12.08.2023 09:25

This video was a life saver.

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@pennywisinator
@pennywisinator - 11.07.2023 18:59

great explanation sir!

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@violettiourestinpeacetechn4742
@violettiourestinpeacetechn4742 - 05.07.2023 20:28

Great video! I have a question though-- Why are we taking the expected value of the equation?

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@Sarah-lk8ye
@Sarah-lk8ye - 21.06.2023 07:45

so here x is beta, and x bar is beta hat , corresponding , as in Gauss MArkov theorem?

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@alexpreidl9369
@alexpreidl9369 - 28.11.2022 18:33

Sending you lots of hugs, this saved me ❤❤❤❤😭😭

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@stefanwentzig5093
@stefanwentzig5093 - 13.11.2022 23:49

great explanation for ordinary humans ;-)😇

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@user-je4xw6tx3k
@user-je4xw6tx3k - 09.11.2022 08:07

what the hell

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@nadasalah8973
@nadasalah8973 - 26.10.2022 01:13

Where can i find the proof for these two relationships at the beginning where
E(summation Xi) = summation E(Xi)?
E(eX) = eE(X)

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@jingyiwang5113
@jingyiwang5113 - 08.10.2022 05:21

All of your videos are amazing. They are very helpful with my mathematics class. I am grateful for your help!

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@draziraphale
@draziraphale - 24.08.2022 00:48

beautifully done! thanks!

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@muhannedalsaif153
@muhannedalsaif153 - 10.08.2022 12:52

I covered this proof when I was back at school, and I was looking for a reference to refresh my memory. I spent over an hour googling trying to remember the details of the proof, but all pages I ran into are ambiguous with no clear/consistent notations

this 6 minutes videos are concise and clear, and saved me spending more time!

Thank you!

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@BurbenogExpert
@BurbenogExpert - 30.07.2022 17:01

Is X bar same as mean mu here?

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@olehsau9394
@olehsau9394 - 24.05.2022 11:28

THX!!!!!!!!!

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@AJ-et3vf
@AJ-et3vf - 04.05.2022 04:17

Awesome video! Thank you!

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@666MrGamer
@666MrGamer - 28.04.2022 00:44

Cleanest, simplest and most importantly, rigorous proof why we divide by (n-1) and not n. Thank you for this video!

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@ilkekorkmaz6875
@ilkekorkmaz6875 - 21.04.2022 15:36

Nnnnnnnnice !

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@gautamhathiwala9102
@gautamhathiwala9102 - 24.02.2022 12:00

Wow wow wow....
Now I got rid of this thorny term (n-1) in the denominator 😃

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@David-pd7xe
@David-pd7xe - 01.02.2022 09:28

That was magic! An unbiased estimator🤯

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@sachinsaini3892
@sachinsaini3892 - 30.01.2022 07:55

Suprb job 👍🤗

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@annabethhild445
@annabethhild445 - 28.01.2022 21:26

I am taking my first econometrics course, and my professor just did a review of prob & stats. He did not take the time to go through the steps, so I was beginning to feel anxious about moving foward. This video helped me better understand the concepts he just went over. Thank you!

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@ankurpanthri9510
@ankurpanthri9510 - 22.12.2021 11:09

Thanks for this video. Such a complicated topic is explained in such an easy manner. Hats off to you🙇‍♂️

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@user-bh7ve2js3h
@user-bh7ve2js3h - 17.12.2021 12:40

thannnnnnnnnnk you so much 😭😭😭

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@leoyuanluo
@leoyuanluo - 23.10.2021 22:57

Every step of the logic is crystal clear, BUT I CAN'T INTUITIVELY SEE WHY?!

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@AustinNagy
@AustinNagy - 15.10.2021 06:56

I’m glad I found this video

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@chrispinmweemba9141
@chrispinmweemba9141 - 05.10.2021 16:06

Clear as daylight. Thank you sir.

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@peayundo4137
@peayundo4137 - 03.10.2021 17:50

such a good video....... thanks for helping me clean an important concept!!!!

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@Sasa-nl1vi
@Sasa-nl1vi - 23.07.2021 21:17

Could anyone explain to me shortly why variance of each X_i is equal to \sigma^2? Thank you in advance :)

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@joelb5467
@joelb5467 - 23.07.2021 20:17

Best Explanation Yet!! Thanks!

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@ktursts4088
@ktursts4088 - 21.07.2021 05:39

how did u derive eqns for E( x^2) and E(xbar^2) ??

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@Physicsnerd1
@Physicsnerd1 - 30.05.2021 09:42

Excellent!

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@patite3103
@patite3103 - 10.05.2021 12:08

Awsome video!

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@shynggyskassen942
@shynggyskassen942 - 20.04.2021 11:28

Thank you so much maaaan!

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@user-dj9ny4ck7g
@user-dj9ny4ck7g - 26.03.2021 08:03

Thanks a lot from korea

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@sasiniishara358
@sasiniishara358 - 18.03.2021 05:40

Thank you

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@allankipruto8131
@allankipruto8131 - 16.03.2021 23:03

Thank you God bless you

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@namitaa
@namitaa - 25.02.2021 20:46

thank you king

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@willhancock1992
@willhancock1992 - 21.02.2021 08:56

Finally!!! A proof versus explaining, “Obviously then, you divide by the Degrees of Freedom.”

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@1PercentPure
@1PercentPure - 21.02.2021 07:48

sometimes hand-wavy explanations don't really convince me. Thanks for this

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