Comparing the variance of two samples with differing measurement error

In summary: Any progress?In summary, the conversation is about a statistics problem in astronomy where the objective is to compare the variance in 'y' between two populations based on some criteria. The variance in 'y' is composed of a known measurement error and an intrinsic contribution from the sources. The question is whether there is a way to estimate the variance of a sample due to the intrinsic contribution, taking into account unequal measurement errors for each object. The proposed solution is to use a weighted form of the equation var(intrinsic) = var(y) - var(meas) but the person is still looking for a solution and would appreciate any help or guidance.
  • #1
Astr0fiend
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Homework Statement



This is a statistics as applied to astronomy problem. My stats knowledge is horrible. Anyway, the problem:

For several hundred objects, I have a number of different properties for which I have a measurement & associated measurement error. For example, flux density and its associated error. There is a quantity that has been measured for each source that I need to work with (as explained below), that I'll call 'y'. The variance in 'y' consists of two contributions: Measurement error, which is known with a high degree of precision, and an underlying variation that is a property of the sources themselves, which I'll refer to as the 'intrinsic' contribution.

From the underlying population, I have drawn two samples based on whether or not an object meets some criteria -- the details of this particular criteria are unimportant. I want to compare the variance in 'y' between these two populations due to the intrinsic contribution only.

So the question is this: Is there any way that I can estimate the variance of a sample due to the intrinsic contribution from the objects, given that I know the measurement error on each data point (which differ for all the objects and in mean magnitude for the two different samples)?

Homework Equations





The Attempt at a Solution



Since variance is additive, if the measurement errors were the same for each object I could just use

var(intrinsic) = var(y) - var(meas)

In the presence of unequal measurement errors for each object, I was thinking that some sort of weighted form of the above equation could be used, but not sure. Been looking around for quite a few hours for a solution, but can't quite put it together in my head.

Any help, or being pointed in the right direction would be very much appreciated!
 
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  • #2
I'm sorry you are not generating any responses at the moment. Is there any additional information you can share with us? Any new findings?
 

1. What is the purpose of comparing the variance of two samples with differing measurement error?

The purpose of comparing the variance of two samples with differing measurement error is to determine if the difference in the measured values between the two samples is due to true differences in the underlying population or if it is simply a result of measurement error.

2. How is the variance of a sample calculated?

The variance of a sample is calculated by taking the sum of the squared differences between each data point and the mean, divided by the total number of data points in the sample (n-1).

3. Can the variance of a sample change if there is no true difference in the underlying population?

Yes, the variance of a sample can change even if there is no true difference in the underlying population. This is because of the presence of measurement error, which can cause fluctuations in the measured values.

4. How do you determine if the difference in variances between two samples is significant?

To determine if the difference in variances between two samples is significant, a statistical test, such as the F-test, can be performed. This test compares the variances of the two samples and calculates a p-value, which indicates the likelihood of observing the difference in variances if there is no true difference in the underlying population.

5. What should be considered when interpreting the results of comparing the variance of two samples with differing measurement error?

When interpreting the results of comparing the variance of two samples with differing measurement error, it is important to consider the magnitude of the difference in variances, the sample sizes, and the level of measurement error present in each sample. Additionally, it is important to keep in mind that a significant difference in variances does not necessarily mean that there is a significant difference in the underlying population.

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