It is especially useful for discrete data over an unbounded positive range whose sample variance exceeds the sample mean.
22.
The maximum likelihood estimator only exists for samples for which the sample variance is larger than the sample mean.
23.
The true standard error of the statistic is the square root of the true sampling variance of the statistic.
24.
Conversely, the sample variance is an unbiased estimate of the population variance, but is not Fisher consistent.
25.
Which is an unbiased estimator of the variance of the mean in terms of the observed sample variance and known quantities.
26.
To address these problems, David Allan introduced the M-sample variance and ( indirectly ) the two-sample variance.
27.
To address these problems, David Allan introduced the M-sample variance and ( indirectly ) the two-sample variance.
28.
Laha also proved several generalisations of the classical characterisation of normal sample distribution by the independence of sample mean and sample variance.
29.
Either estimator may be simply referred to as the " sample variance " when the version can be determined by context.
30.
For this reason, \ scriptstyle \ sigma _ y ^ 2 is referred to as the " biased sample variance ".
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