- #1
X89codered89X
- 154
- 2
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...
[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...
[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...