mergeVar {telefit}

Combine sample variances from two samples

Description

This function combines the sample variance information from two samples (of the same phenomena) to return the sample variance of the union of the two samples.

Usage

mergeVar(x.var, y.var, x.mean, y.mean, x.n, y.n)

Arguments

x.var

sample variance from the first sample, 'x'

y.var

sample variance from the second sample, 'y'

x.mean

sample mean from the first sample, 'x'

y.mean

sample mean from the second sample, 'y'

x.n

sample size from the first sample, 'x'

y.n

sample size from the second sample, 'y'

Details

This function assumes the data is normalized by n (the MLE estimator) instead of n-1 (the unbiased estimator).

References

Chan, T.F., Golub, G.H., and LeVeque, R.J., 1979, Updating formulae and a pairwise algorithm for computing sample variances: Technical Report, Stanford University .