Estimating variance
Estimating variance from a simulation ("on the fly")
where and
in the simulaton we keep track of the sum of x's and x^2's...
Or we can use E[((x - x_0) - x_1)]^2
Estimating variance from a simulation ("on the fly")
where and
in the simulaton we keep track of the sum of x's and x^2's...
Or we can use E[((x - x_0) - x_1)]^2