Remarks on the independence of the sample mean and sample variance from a normal population

Author(s):  
Eleanor Goldstein ◽  
Martin Katzen ◽  
Henry Zatzkis
2019 ◽  
Vol 27 (2) ◽  
pp. 75-87
Author(s):  
Xiaonan Zhu ◽  
Baokun Li ◽  
Tonghui Wang ◽  
Arjun K. Gupta

Abstract The sample mean and sample variance are commonly used statistics in our study. In this paper, distributions of the sample mean and sample variance from a skew normal population are derived under closed skew normal (CSN) settings. The noncentral closed skew chi-square distribution is defined, and the distribution of quadratic forms is discussed. Our results generalize the corresponding results given under skew normal settings. Several examples are given for illustration of our results.


1985 ◽  
Vol 15 (2) ◽  
pp. 103-121 ◽  
Author(s):  
William S. Jewell ◽  
Rene Schnieper

AbstractCredibility theory refers to the use of linear least-squares theory to approximate the Bayesian forecast of the mean of a future observation; families are known where the credibility formula is exact Bayesian. Second-moment forecasts are also of interest, for example, in assessing the precision of the mean estimate. For some of these same families, the second-moment forecast is exact in linear and quadratic functions of the sample mean. On the other hand, for the normal distribution with normal-gamma prior on the mean and variance, the exact forecast of the variance is a linear function of the sample variance and the squared deviation of the sample mean from the prior mean. Bühlmann has given a credibility approximation to the variance in terms of the sample mean and sample variance.In this paper, we present a unified approach to estimating both first and second moments of future observations using linear functions of the sample mean and two sample second moments; the resulting least-squares analysis requires the solution of a 3 × 3 linear system, using 11 prior moments from the collective and giving joint predictions of all moments of interest. Previously developed special cases follow immediately. For many analytic models of interest, 3-dimensional joint prediction is significantly better than independent forecasts using the “natural” statistics for each moment when the number of samples is small. However, the expected squared-errors of the forecasts become comparable as the sample size increases.


2019 ◽  
Vol 629 ◽  
pp. A143 ◽  
Author(s):  
Nicolas Clerc ◽  
Edoardo Cucchetti ◽  
Etienne Pointecouteau ◽  
Philippe Peille

Context. X-ray observations of galaxy clusters provide insights into the nature of gaseous turbulent motions, their physical scales, and the fundamental processes to which they are related. Spatially-resolved, high-resolution spectral measurements of X-ray emission lines provide diagnostics on the nature of turbulent motions in emitting atmospheres. Since they are acting on scales comparable to the size of the objects, the uncertainty on these physical parameters is limited by the number of observational measurements, through sample variance. Aims. We propose a different and complementary approach to repeating numerical simulations for the computation of sample variance (i.e. Monte-Carlo sampling) by introducing new analytical developments for lines diagnosis. Methods. We considered the model of a “turbulent gas cloud”, consisting in isotropic and uniform turbulence described by a universal Kolmogorov power-spectrum with random amplitudes and phases in an optically thin medium. Following a simple prescription for the four-term correlation of Fourier coefficients, we derived generic expressions for the sample mean and variance of line centroid shift, line broadening, and projected velocity structure function. We performed a numerical validation based on Monte-Carlo simulations for two popular models of gas emissivity based on the β-model. Results. Generic expressions for the sample variance of line centroid shifts and broadening in arbitrary apertures are derived and match the simulations within their range of applicability. Generic expressions for the mean and variance of the structure function are provided and verified against simulations. An application to the Athena/X-IFU (Advanced Telescope for High-ENergy Astrophysics/X-ray Integral Field Unit) and XRISM/Resolve (X-ray Imaging and Spectroscopy Mission) instruments forecasts the potential of sensitive, spatially-resolved spectroscopy to probe the inertial range of turbulent velocity cascades in a Coma-like galaxy cluster. Conclusions. The formulas provided are of generic relevance and can be implemented in forecasts for upcoming or current X-ray instrumentation and observing programmes.


1982 ◽  
Vol 36 (3) ◽  
pp. 176 ◽  
Author(s):  
Jonathan J. Shuster
Keyword(s):  

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