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The pooled estimator is a mixture of the group variances, placing greater weight on whichever has a larger sample size.

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The pooled estimator is a mixture of the group variances, placing greater weight on whichever has a larger sample size.

(a) True

(b) False

I got this question in an interview for job.

This question is from Statistical Inference Concepts topic in chapter Statistical Inference and Regression Models of Data Science

1 Answer

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Best answer
Correct answer is (a) True

The best I can explain: If the sample sizes are the same the pooled variance estimate is the average of the group variances.

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