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Variance of ANOVA-based estimator sˆ2M for differing sub-population sizes nk, 1 = k = K

Mohammed Shahid Abdulla (shahid@iimk.ac.in) and L Ramprasath (lrprasath@iimk.ac.in)
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Mohammed Shahid Abdulla: Indian Institute of Management Kozhikode
L Ramprasath: Indian Institute of Management Kozhikode

No 338, Working papers from Indian Institute of Management Kozhikode

Abstract: Analysis of Variance (ANOVA) is a popular method to infer whethersub-populations have effects that are strong enough to reject the nullhypothesis, in the face of observation noise. The variance of conditionalexpectation (Var-of-CE) is the variance of these effects in sub-populations,and this is estimated by sampling a sub-population of sizenk, for each sub-populationk, and by samplingKsuch sub-populations. For the generalcase of varyingnk, it is unknown what the variance of this estimatoris, though it is known for the special casenk=n,n=2for allk?{1,2,...,K}as in [1]. The following derivation settles the former questionand is of value in use-cases where sampling has constraints

Keywords: Analysis of Variance; Variance of Conditionalexpectation (search for similar items in EconPapers)
Pages: 07 pages
Date: 2019-03
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