1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Comparing the variance of two samples with differing measurement error

  1. Jul 24, 2014 #1
    1. The problem statement, all variables and given/known data

    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)?

    2. Relevant equations



    3. 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!
     
  2. jcsd
  3. Jul 27, 2014 #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?
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Have something to add?
Draft saved Draft deleted



Similar Discussions: Comparing the variance of two samples with differing measurement error
  1. Sample Variance (Replies: 1)

Loading...