Proof record

mathematics

Posted by Fei-Fei on April 15, 2020

covariance formula

variance addition

sampling variance (standard error) & variance

var(X)=E(X-mean(X))^2

X’=sampling N from X

SEM=var(X’-mean(X’))

mean(X’-mean(X’))=0

var(X’-mean(X’))=var(X’)/N