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Welch–Satterthwaite equation

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455: 279: 169: 254: 450:{\displaystyle \nu _{\chi '}\approx {\frac {\displaystyle \left(\sum _{i=1}^{n}k_{i}s_{i}^{2}\right)^{2}}{\displaystyle \sum _{i=1}^{n}{\frac {(k_{i}s_{i}^{2})^{2}}{\nu _{i}}}}}} 199: 556: 581: 532: 732: 690: 522: 571: 722: 32: 645:
Welch, B. L. (1947), "The generalization of "student's" problem when several different population variances are involved.",
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Satterthwaite, F. E. (1946), "An Approximate Distribution of Estimates of Variance Components.",
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cannot be expressed analytically. However, its distribution can be approximated by another
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Michael Allwood (2008) "The Satterthwaite Formula for Degrees of Freedom in the Two-Sample
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tests. The simplest application of this equation is in performing
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degrees of freedom, often one computes the linear combination.
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Neter, John; William Wasserman; Michael H. Kutner (1990).
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Handbook of mathematics and statistics for the environment
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is used to calculate an approximation to the effective
270:, whose effective degrees of freedom are given by the 368: 303: 282: 207: 180: 164:{\displaystyle \chi '=\sum _{i=1}^{n}k_{i}s_{i}^{2}.} 100: 464:
assumption that the underlying population variances
449: 248: 193: 163: 707:, Advanced Placement Program, The College Board. 16:Equation to approximate pooled degrees of freedom 480:The result can be used to perform approximate 249:{\displaystyle k_{i}={\frac {1}{\nu _{i}+1}}} 8: 555:: CS1 maint: location missing publisher ( 436: 425: 415: 410: 400: 390: 384: 373: 361: 350: 345: 335: 325: 314: 301: 287: 281: 231: 221: 212: 206: 185: 179: 152: 147: 137: 127: 116: 99: 570:Van Emden, H. F. (Helmut Fritz) (2008). 521:Spellman, Frank R. (12 November 2013). 513: 548: 201:is a real positive number, typically 7: 573:Statistics for terrified biologists 14: 683:Applied Linear Statistical Models 527:. Whiting, Nancy E. Boca Raton. 473:are equal. This is known as the 422: 393: 1: 576:. Malden, MA: Blackwell Pub. 272:Welch–Satterthwaite equation 29:Welch–Satterthwaite equation 80:, each respectively having 749: 733:Statistical approximations 685:. Richard D. Irwin, Inc. 45:pooled degrees of freedom 268:chi-squared distribution 258:probability distribution 47:, corresponding to the 723:Theorems in statistics 475:Behrens–Fisher problem 451: 389: 330: 250: 195: 165: 132: 482:statistical inference 452: 369: 310: 251: 196: 194:{\displaystyle k_{i}} 166: 112: 280: 205: 178: 98: 43:, also known as the 25:uncertainty analysis 611:Biometrics Bulletin 420: 355: 157: 447: 444: 406: 367: 341: 256:. In general, the 246: 191: 161: 143: 37:linear combination 33:degrees of freedom 583:978-1-4443-0039-0 534:978-1-4665-8638-3 445: 442: 244: 60:sample variances 740: 696: 677: 641: 596: 595: 567: 561: 560: 554: 546: 518: 472: 456: 454: 453: 448: 446: 443: 441: 440: 431: 430: 429: 419: 414: 405: 404: 391: 388: 383: 366: 365: 360: 356: 354: 349: 340: 339: 329: 324: 302: 297: 296: 295: 265: 255: 253: 252: 247: 245: 243: 236: 235: 222: 217: 216: 200: 198: 197: 192: 190: 189: 170: 168: 167: 162: 156: 151: 142: 141: 131: 126: 108: 90: 79: 59: 41:sample variances 748: 747: 743: 742: 741: 739: 738: 737: 713: 712: 693: 680: 659:10.2307/2332510 644: 623:10.2307/3002019 608: 605: 603:Further reading 600: 599: 584: 569: 568: 564: 547: 535: 520: 519: 515: 510: 502:Pooled variance 498: 470: 465: 432: 421: 396: 392: 331: 309: 305: 304: 288: 283: 278: 277: 261: 227: 226: 208: 203: 202: 181: 176: 175: 133: 101: 96: 95: 89: 81: 69: 61: 55: 49:pooled variance 39:of independent 17: 12: 11: 5: 746: 744: 736: 735: 730: 725: 715: 714: 711: 710: 697: 691: 678: 653:(1/2): 28–35, 642: 617:(6): 110–114, 604: 601: 598: 597: 582: 562: 533: 512: 511: 509: 506: 505: 504: 497: 494: 468: 458: 457: 439: 435: 428: 424: 418: 413: 409: 403: 399: 395: 387: 382: 379: 376: 372: 364: 359: 353: 348: 344: 338: 334: 328: 323: 320: 317: 313: 308: 300: 294: 291: 286: 242: 239: 234: 230: 225: 220: 215: 211: 188: 184: 172: 171: 160: 155: 150: 146: 140: 136: 130: 125: 122: 119: 115: 111: 107: 104: 85: 65: 15: 13: 10: 9: 6: 4: 3: 2: 745: 734: 731: 729: 726: 724: 721: 720: 718: 709: 706: 705:AP Statistics 702: 698: 694: 692:0-256-08338-X 688: 684: 679: 676: 672: 668: 664: 660: 656: 652: 648: 643: 640: 636: 632: 628: 624: 620: 616: 612: 607: 606: 602: 593: 589: 585: 579: 575: 574: 566: 563: 558: 552: 544: 540: 536: 530: 526: 525: 517: 514: 507: 503: 500: 499: 495: 493: 491: 489: 483: 478: 476: 471: 463: 437: 433: 426: 416: 411: 407: 401: 397: 385: 380: 377: 374: 370: 362: 357: 351: 346: 342: 336: 332: 326: 321: 318: 315: 311: 306: 298: 292: 289: 284: 276: 275: 274: 273: 269: 264: 259: 240: 237: 232: 228: 223: 218: 213: 209: 186: 182: 158: 153: 148: 144: 138: 134: 128: 123: 120: 117: 113: 109: 105: 102: 94: 93: 92: 88: 84: 77: 73: 68: 64: 58: 52: 50: 46: 42: 38: 34: 30: 26: 22: 704: 700: 682: 650: 646: 614: 610: 572: 565: 523: 516: 487: 479: 466: 461: 459: 271: 262: 173: 86: 82: 75: 71: 66: 62: 56: 53: 44: 28: 18: 717:Categories 647:Biometrika 508:References 74:= 1, ..., 21:statistics 728:Equations 592:317778677 551:cite book 543:863225343 460:There is 434:ν 371:∑ 312:∑ 299:≈ 290:χ 285:ν 229:ν 114:∑ 103:χ 703:-Test", 675:20287819 639:20287815 496:See also 486:Welch's 293:′ 106:′ 667:2332510 631:3002019 689:  673:  665:  637:  629:  590:  580:  541:  531:  174:where 27:, the 663:JSTOR 627:JSTOR 490:-test 35:of a 687:ISBN 671:PMID 635:PMID 588:OCLC 578:ISBN 557:link 539:OCLC 529:ISBN 54:For 23:and 655:doi 619:doi 260:of 19:In 719:: 669:, 661:, 651:34 649:, 633:, 625:, 613:, 586:. 553:}} 549:{{ 537:. 492:. 477:. 462:no 263:χ' 51:. 701:t 695:. 657:: 621:: 615:2 594:. 559:) 545:. 488:t 469:i 467:σ 438:i 427:2 423:) 417:2 412:i 408:s 402:i 398:k 394:( 386:n 381:1 378:= 375:i 363:2 358:) 352:2 347:i 343:s 337:i 333:k 327:n 322:1 319:= 316:i 307:( 241:1 238:+ 233:i 224:1 219:= 214:i 210:k 187:i 183:k 159:. 154:2 149:i 145:s 139:i 135:k 129:n 124:1 121:= 118:i 110:= 87:i 83:ν 78:) 76:n 72:i 70:( 67:i 63:s 57:n

Index

statistics
uncertainty analysis
degrees of freedom
linear combination
sample variances
pooled variance
probability distribution
chi-squared distribution
Behrens–Fisher problem
statistical inference
Welch's t-test
Pooled variance
Handbook of mathematics and statistics for the environment
ISBN
978-1-4665-8638-3
OCLC
863225343
cite book
link
Statistics for terrified biologists
ISBN
978-1-4443-0039-0
OCLC
317778677
doi
10.2307/3002019
JSTOR
3002019
PMID
20287815

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