Standard deviation estimation from sums of unequal size samples

Casquilho Miguel () and Buescu Jorge ()
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Casquilho Miguel: Department of Chemical Engineering, University of Lisbon, Lisbon, Portugal
Buescu Jorge: Department of Mathematics, University of Lisbon, Lisbon, Portugal

Monte Carlo Methods and Applications, 2022, vol. 28, issue 3, 235-253

Abstract: In numerous industrial and related activities, the sums of the values of, frequently, unequal size samples are systematically recorded, for several purposes such as legal or quality control reasons. For the typical case where the individual values are not or no longer known, we address the point estimation, with confidence intervals, of the standard deviation (and mean) of the individual items, from those sums alone. The estimation may be useful also to corroborate estimates from previous statistical process control. An everyday case of a sum is the total weight of a set of items, such as a load of bags on a truck, which is used illustratively. For the parameters mean and standard deviation of the distribution, assumed Gaussian, we derive point estimates, which lead to weighted statistics, and we derive confidence intervals. For the latter, starting with a tentative reduction to equal size samples, we arrive at a solid conjecture for the mean, and a proposal for the standard deviation. All results are verifiable by direct computation or by simulation in a general and effective way. These computations can be run on public web pages of ours, namely for possible industrial use.

Keywords: Unequal size samples; sample sum; estimation; quality control; web computing (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1515/mcma-2022-2118

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