Questions tagged [weighted-variance]

I am suspecting the answer is yes, but I'd appreciate help in proving it (even though we know that the estimator is BLUE, so it should probably hold). For context: An Inverse-variance weighting is when we have a bunch of estimators for some…

Background: weighted mean In the context of survey statistics it so happens that a sample of respondents from a survey are fit some weights to adjust their answers to the general population. These weights are often fitted using inverse of estimated…

Apologies for the confusing title, but I couldn't resist. Much can and has been said about computing the unbiased variance using a sample of points, weighting by the variances of each point (for example, see this question). But I want to go one step…