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Sample variance
(
s
n
2
)
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Mathematics
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Probability and statistics
Statistical inference
Jackknife bias correction
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For observations
X
1
,
…
,
X
n
, the unbiased sample variance is
s
n
2
=
n
−
1
1
∑
i
=
1
n
(
X
i
−
X
n
)
2
.
(243)
For independent identically distributed observations with finite variance
σ
2
, it converges in probability to
σ
2
.
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(6)
Jackknife bias correction
Statistical inference
Probability and statistics
Area of mathematics
Mathematics
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