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bessel's correction

Given a sample, we want to find the population variance. Naively, we might want to find the Maximum Likelihood Estimation of the variance as \[ \frac{(x_i - \bar{x})^2}{n} \] where \(\bar{x}\) is the sample mean.

But this is actually a biased estimator.

1. see also

2. useful links

Created: 2024-07-15 Mon 01:27