I was just wondering how exactly to appropriately modify the 1st and 2nd order stats when you want to weight a given sample more heavily. If [itex] \vec{X} [/itex] is my vector of N samples and I have a weight vector [itex] \vec{W} [/itex] of the same dimension, which ideally is measuring the reliability of each sample from 0 to 1. Could I calculate mean and variance using...(adsbygoogle = window.adsbygoogle || []).push({});

[itex]

\vec{Y}_i= \vec{X}_i\vec{W}_i

\\

\mu_{x-weighted} = E[\vec{Y}]

\\

\sigma_{x-weighted} = E[(\vec{Y}-E[\vec{Y}])^2]

\\

[/itex]

Let me know what you think. Thanks.

EDIT: [itex] \LaTeX [/itex] mods...

**Physics Forums | Science Articles, Homework Help, Discussion**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Weighted Importance in sampled data statistics

**Physics Forums | Science Articles, Homework Help, Discussion**