Demonstration of inequality between 2 variance expressions

In summary, the goal of the conversation is to prove that ##\sigma_{o, 1}^{2}<\sigma_{o, 2}^{2}## by showing that ##\big(\sum Y \big)^{2} > \sum X^{- 1} \sum XY^{2}\quad (1)##, where ##X = 2 \ell + 1## and ##Y = C_\ell##. The sum is taken over the range of ##\ell## specified and it is assumed that ##X## is increasing while ##Y## is decreasing. The speaker is seeking suggestions or help to prove this inequality.
  • #1
fab13
312
6
TL;DR Summary
In an astrophysics context, I would like to prove than ##\sigma_{o, 1}^{2}<\sigma_{o, 2}^{2}## but I have difficulties to derive this inequality.
Just to remind, ##C_\ell## is the variance of random variables ##a_{\ell m}## following a Gaussian PDF (in spherical harmonics of Legendre) :

##C_{\ell}=\left\langle a_{l m}^{2}\right\rangle=\frac{1}{2 \ell+1} \sum_{m=-\ell}^{\ell} a_{\ell m}^{2}=\operatorname{Var}\left(a_{l m}\right)##

1) Second observable :
##
\sigma_{D, 2}^{2}=\dfrac{2 \sum_{\ell_{\min }}^{\ell_{\max }}(2 \ell+1)}{\left(f_{s k y} N_{p}^{2}\right)}
##
so :
##
\sigma_{o, 2}^{2}=\dfrac{\sigma_{D, 2}^{2}}{\left(\sum_{\ell_{\min }}^{\ell_{\max }}(2 \ell+1) C_{\ell}\right)^{2}}
##

2) First observable :
##
\sigma_{D, 1}^{2}=\sum_{\ell_{\min }}^{\ell_{\max }} \dfrac{2}{(2 \ell+1)\left(f_{s k y} N_{p}^{2}\right)}
##
so :
##
\sigma_{o, 1}^{2}=\dfrac{\sigma_{D, 1}^{2}}{\left(\sum_{\ell_{\min }}^{\ell_{\max }} C_{\ell}\right)^{2}}
##
3) Goal :
I would like to prove than ##\sigma_{o, 1}^{2}<\sigma_{o, 2}^{2}## but I have difficulties to derive this inequality.
 
Last edited:
Physics news on Phys.org
  • #2
Things are progressing in my demonstration.

All I need to do now is to prove the following inequality, by taking ## X = 2 \ell + 1 ## and ## Y = C_\ell ##:

## \big(\sum Y \big)^{2} > \sum X^{- 1} \sum XY^{2}\quad (1) ##

with ## X ## and ## Y ## which are functions of ## \ell ## (see above) and ## X ## is increasing while ## Y ## is assumed to be decreasing.

The sum ## \sum ## is actually done over ## \sum_{\ell =\ell_{min}}^{\ell_{max}} ##, it was just to make it more readable than I did not write in ##(1) ##.

Any suggestion, track or help is welcome.

Best regards
 

1. What is the purpose of demonstrating inequality between two variance expressions?

The purpose of demonstrating inequality between two variance expressions is to compare and contrast the variability of two different sets of data. This can help determine if there is a significant difference between the two groups and can provide insights into the underlying factors that may be causing the variance.

2. How is inequality between two variance expressions typically demonstrated?

Inequality between two variance expressions is typically demonstrated using statistical tests, such as the F-test or Levene's test. These tests compare the variances of two groups and determine if there is a significant difference between them. The results of these tests can be used to support or reject the hypothesis that the two groups have equal variances.

3. What are the potential implications of unequal variances?

Unequal variances can have significant implications in statistical analysis. It can affect the accuracy and reliability of statistical tests, leading to incorrect conclusions. Unequal variances can also make it difficult to compare and interpret the results of different groups or treatments.

4. How can unequal variances be addressed in statistical analysis?

There are several ways to address unequal variances in statistical analysis. One approach is to use a statistical test that is robust to unequal variances, such as the Welch's t-test. Another approach is to transform the data to make the variances more equal, such as using a logarithmic or square root transformation. Additionally, some statistical models, such as the ANCOVA, can account for unequal variances in the analysis.

5. What are some potential sources of unequal variances?

Unequal variances can be caused by a variety of factors, such as differences in sample size, measurement error, or natural variability in the data. It can also be a result of unequal treatment effects or differences in the underlying populations being studied. It is important to carefully consider the potential sources of unequal variances when interpreting the results of a statistical analysis.

Similar threads

  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
943
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
818
Replies
9
Views
954
Replies
1
Views
776
Replies
0
Views
780
Replies
1
Views
793
Replies
5
Views
829
Replies
2
Views
975
Replies
6
Views
1K
Back
Top