Sample variance, often denoted as ‘s^2,’ is a measure used to determine how spread out a data set is. It helps reveal the degree to which the individual data points differ from the mean value of the ...

Variance is a statistical concept that measures the dispersion of a dataset. It is an essential measurement in fields like economics, engineering, psychology, and many others. As a result, knowing how ...

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Abstract: Estimation errors are incurred when calculating the sample space-time covariance matrix. We formulate the variance of this estimator when operating on a finite sample set, compare it to ...

The program is an implementation of the above paper by Farhad Pourkamali-Anaraki (2016). The CovarianceMatrix class provides a biased and an unbiased estimator as proposed by the author and compares ...