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    Pooled Variance Distribution




    Hi,

    I hope I am posting this in the correct forum. I have two populations and I've been taking samples from each population and calculating the pooled variance of the samples.

    Does anyone know if the pooled variance follows an underlying distribution? I've tried to search online about it, but I haven't been successful in finding information about the pooled variance. Only sample variance. Plotting the data seems to give a gamma distribution though.

    Thoughts?

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    Re: Pooled Variance Distribution

    Quote Originally Posted by fcc View Post
    Hi,

    I have two populations and I've been taking samples from each population and calculating the pooled variance of the samples.
    Are we to assume that your samples are normally distributed?

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    Re: Pooled Variance Distribution

    Yeah the samples are normally distributed.

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    Re: Pooled Variance Distribution


    Quote Originally Posted by fcc View Post
    Yeah the samples are normally distributed.

    Then the distribution is chi-square on N - 2 degrees of freedom.

    Note that the chi-square family is just a special case of the Gamma distribution.

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