difference between the the means of subsampling from an unbiased sample
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Suppose I have a distribution 𔽠with mean M. Also, assume we have a set of i.i.d samples of size n denoted by X=$x_1,x_2,...,x_n$ from ð”½. As a result, all $x_1,...,x_n$ are independent with identical distribution.
We know that ð”¼[X]=M.
Now suppose I derive another set of subsamples without replacement of size m from X where m ≤ n. Let's call this new subsamples Y=$y_1,y_2,...,y_m$.
Now can I say ð”¼[Y]=M?
Based on the rule of total expectation, we know that ð”¼[Y]=ð”¼[ð”¼[Y|X]]. I am guessing that using this law we may be able to answer yes to the previous question as the set X is not fixed.
If my claim is not correct, please give a counterexample or prove why we cannot show $ mathbbE[X]neq mathbbE[Y]$
probability combinatorics convergence sampling monte-carlo
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up vote
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down vote
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Suppose I have a distribution 𔽠with mean M. Also, assume we have a set of i.i.d samples of size n denoted by X=$x_1,x_2,...,x_n$ from ð”½. As a result, all $x_1,...,x_n$ are independent with identical distribution.
We know that ð”¼[X]=M.
Now suppose I derive another set of subsamples without replacement of size m from X where m ≤ n. Let's call this new subsamples Y=$y_1,y_2,...,y_m$.
Now can I say ð”¼[Y]=M?
Based on the rule of total expectation, we know that ð”¼[Y]=ð”¼[ð”¼[Y|X]]. I am guessing that using this law we may be able to answer yes to the previous question as the set X is not fixed.
If my claim is not correct, please give a counterexample or prove why we cannot show $ mathbbE[X]neq mathbbE[Y]$
probability combinatorics convergence sampling monte-carlo
Please see this tutorial and reference on how to typeset math on this site.
– joriki
Jul 30 at 14:38
Thanks, is it possible for you to answer my question?
– Infintyyy
Jul 30 at 14:41
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
Suppose I have a distribution 𔽠with mean M. Also, assume we have a set of i.i.d samples of size n denoted by X=$x_1,x_2,...,x_n$ from ð”½. As a result, all $x_1,...,x_n$ are independent with identical distribution.
We know that ð”¼[X]=M.
Now suppose I derive another set of subsamples without replacement of size m from X where m ≤ n. Let's call this new subsamples Y=$y_1,y_2,...,y_m$.
Now can I say ð”¼[Y]=M?
Based on the rule of total expectation, we know that ð”¼[Y]=ð”¼[ð”¼[Y|X]]. I am guessing that using this law we may be able to answer yes to the previous question as the set X is not fixed.
If my claim is not correct, please give a counterexample or prove why we cannot show $ mathbbE[X]neq mathbbE[Y]$
probability combinatorics convergence sampling monte-carlo
Suppose I have a distribution 𔽠with mean M. Also, assume we have a set of i.i.d samples of size n denoted by X=$x_1,x_2,...,x_n$ from ð”½. As a result, all $x_1,...,x_n$ are independent with identical distribution.
We know that ð”¼[X]=M.
Now suppose I derive another set of subsamples without replacement of size m from X where m ≤ n. Let's call this new subsamples Y=$y_1,y_2,...,y_m$.
Now can I say ð”¼[Y]=M?
Based on the rule of total expectation, we know that ð”¼[Y]=ð”¼[ð”¼[Y|X]]. I am guessing that using this law we may be able to answer yes to the previous question as the set X is not fixed.
If my claim is not correct, please give a counterexample or prove why we cannot show $ mathbbE[X]neq mathbbE[Y]$
probability combinatorics convergence sampling monte-carlo
edited Jul 30 at 14:40
asked Jul 30 at 14:35
Infintyyy
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677
Please see this tutorial and reference on how to typeset math on this site.
– joriki
Jul 30 at 14:38
Thanks, is it possible for you to answer my question?
– Infintyyy
Jul 30 at 14:41
add a comment |Â
Please see this tutorial and reference on how to typeset math on this site.
– joriki
Jul 30 at 14:38
Thanks, is it possible for you to answer my question?
– Infintyyy
Jul 30 at 14:41
Please see this tutorial and reference on how to typeset math on this site.
– joriki
Jul 30 at 14:38
Please see this tutorial and reference on how to typeset math on this site.
– joriki
Jul 30 at 14:38
Thanks, is it possible for you to answer my question?
– Infintyyy
Jul 30 at 14:41
Thanks, is it possible for you to answer my question?
– Infintyyy
Jul 30 at 14:41
add a comment |Â
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Please see this tutorial and reference on how to typeset math on this site.
– joriki
Jul 30 at 14:38
Thanks, is it possible for you to answer my question?
– Infintyyy
Jul 30 at 14:41