Show the two forms of the sample variance are equivalent

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Homework Help Overview

The discussion revolves around demonstrating the equivalence of two forms of the sample variance, specifically the relationship between the summation of squared deviations from the mean and the double summation of squared differences between data points.

Discussion Character

  • Exploratory, Mathematical reasoning, Assumption checking

Approaches and Questions Raised

  • Participants attempt to expand and manipulate the equations to find commonalities. Questions arise regarding the treatment of summations and the implications of cancelling terms. Some participants express uncertainty about their progress and seek clarification on handling specific terms.

Discussion Status

There is ongoing exploration of the mathematical steps involved in proving the equivalence. Participants are sharing their attempts and formatting issues, while also clarifying the structure of the equations. No consensus has been reached, but there is a productive exchange of ideas and formatting corrections.

Contextual Notes

Participants note challenges with formatting equations correctly, which may hinder clear communication of their mathematical reasoning. There is also a recognition of the need to carefully consider the limits of summation indices in the context of the problem.

TeenieBopper
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Homework Statement


Showthe two forms of the sample variance are equivalent:
\frac{1}{n-1}\sum_{i=1}^\n (Y<sub>i</sub>-Ybar)<sup>2</sup> = \frac{1}{n(n-1)}\sum_{i=1}^\n \sum_{j&gt;i}\n (Y<sub>i</sub>-Y<sub>j</sub>)<sup>2</sup>

The first summation is from i=1 to n, the second is i=1 to n and the third is j>i to n. Sorry, I don't know how to format those.

Homework Equations





The Attempt at a Solution


I don't really know where to begin, so I tried just expanding and cancelling where I could. I know the (n-1) in the denominator on both sides cancel, and then after expanding I get

\sum (Y<sub>i</sub><sup>2</sup>-2Y<sub>i</sub>Ybar + Ybar<sup>2</sup> = \frac{1}{n}\sum \sum (Y<sub>i</sub><sup>2</sup>-2Y<sub>i</sub>Y<sub>j</sub>+Y<sub>j</sub><sup>2</sup>)

Then, I can distribute the 1/n and the summations on the right side. If I do that, and I have a term that does not have j (such as Yi), I can essentially drop the j summation from that term, correct? After I do that, I have the following:

\sum Y<sub>i</sub><sup>2</sup> -2\sum Y<sub>i</sub>Ybar + \sum Ybar<sup>2</sup> = \frac{1}{n}\sum Y<sub>i</sub><sup>2</sup> - \frac{2}{n}\sum \sum Y<sub>i</sub>Y<sub>j</sub>+\sum \sum Y<sub>j</sub><sup>2</sup>

And here's where I'm stuck (assuming I even did everything right to get here, which I doubt). I don't know how to deal with the Yj, among other things. Any help would be greatly appreciated.

edit: I'm sorry about the terrible formatting. I tried using the LaTex tag buttons and I've looked at the FAQ; not sure what I'm doing wrong.
 
Last edited:
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TeenieBopper said:

Homework Statement


Showthe two forms of the sample variance are equivalent:
\frac{1}{n-1}\sum_{i=1}^\n (Y<sub>i</sub>-Ybar)<sup>2</sup> = \frac{1}{n(n-1)}\sum_{i=1}^\n \sum_{j&gt;i}\n (Y<sub>i</sub>-Y<sub>j</sub>)<sup>2</sup>

The first summation is from i=1 to n, the second is i=1 to n and the third is j>i to n. Sorry, I don't know how to format those.

Homework Equations





The Attempt at a Solution


I don't really know where to begin, so I tried just expanding and cancelling where I could. I know the (n-1) in the denominator on both sides cancel, and then after expanding I get

\sum (Y<sub>i</sub><sup>2</sup>-2Y<sub>i</sub>Ybar + Ybar<sup>2</sup> = \frac{1}{n}\sum \sum (Y<sub>i</sub><sup>2</sup>-2Y<sub>i</sub>Y<sub>j</sub>+Y<sub>j</sub><sup>2</sup>)

Then, I can distribute the 1/n and the summations on the right side. If I do that, and I have a term that does not have j (such as Yi), I can essentially drop the j summation from that term, correct? After I do that, I have the following:

\sum Y<sub>i</sub><sup>2</sup> -2\sum Y<sub>i</sub>Ybar + \sum Ybar<sup>2</sup> = \frac{1}{n}\sum Y<sub>i</sub><sup>2</sup> - \frac{2}{n}\sum \sum Y<sub>i</sub>Y<sub>j</sub>+\sum \sum Y<sub>j</sub><sup>2</sup>

And here's where I'm stuck (assuming I even did everything right to get here, which I doubt). I don't know how to deal with the Yj, among other things. Any help would be greatly appreciated.

edit: I'm sorry about the terrible formatting. I tried using the LaTex tag buttons and I've looked at the FAQ; not sure what I'm doing wrong.

What you wrote is very hard to read. The problem you're having with formatting comes from mixing HTML tags (e.g., and ) with LaTeX script. Use one or the other, but not both.

Here's your first equation, cleaned up:
\frac{1}{n-1} \sum_{i=1}^n (Y_i - Ybar)^2 = \frac{1}{n(n-1)}\sum_{i=1}^n \sum_{j&gt;i}^n (Y_i-Y_j)^2
 
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Mark44 said:
What you wrote is very hard to read. The problem you're having with formatting comes from mixing HTML tags (e.g., and ) with LaTeX script. Use one or the other, but not both.

Here's your first equation, cleaned up:
\frac{1}{n-1} \sum_{i=1}^n (Y_i - Ybar)^2 = \frac{1}{n(n-1)}\sum_{i=1}^n \sum_{j&gt;i}^n (Y_i-Y_j)^2


Even better:
\frac{1}{n-1} \sum_{i=1}^n (Y_i - \bar{Y})^2 = \frac{1}{n(n-1)}\sum_{i=1}^{n-1} \sum_{j=i+1}^n (Y_i-Y_j)^2
Note that in the second form, if we have j>i with j going up to n, then i can only go up to (n-1).
 
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Ah, I see. I was just using the buttons at the top and side. Hopefully I'll get this right this time.

The original equation.

\frac{1}{n-1} \sum_{i=1}^n (Y_i - \bar{Y})^2 = \frac{1}{n(n-1)}\sum_{i=1}^{n-1} \sum_{j=i+1}^n (Y_i-Y_j)^2

Like I said, the (n-1) from both sides cancel, and then I expand both sides

\sum_{i=1}^n(Y_i^2 -2Y_i \bar{Y} + \bar{Y}^2 = \frac{1}{n}\sum_{i=1}^{n-1} \sum_{j=i+1}^n(Y_i^2 - 2Y_iY_j + 2Y_j^2)

I then distribute the summations to all the terms

\sum_{i=1}^nY_i^2-2 \sum_{i=1}^nY_i\bar{Y} + \sum_{i=1}^n\bar{Y}^2 = \frac{1}{n}\sum_{i=1}^{n-1} \sum_{j=i+1}^nY_i^2 - \frac{2}{n}\sum_{i=1}^{n-1} \sum_{j=i+1}^n Y_iY_j + \frac{1}{n}\sum_{i=1}^{n-1} \sum_{j=i+1}^nY_j^2

I don't really know where to go from here. I know that \frac{1}{n}\sum_{i=1}^nY_i=\bar{Y}, but I'm not sure what that does from me. I'll still have the j summations to worry about on the right hand side, as well as the Yj terms.
 

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