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**

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**