Talk:Sample mean and sample covariance

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[edit] Explanation needed

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Perhaps someone more knowledgeable than me can add an explanation what a weighted sample and its covariance actually mean, esp. from the probability theory point of view (sample space). I know of 3 contexts: 1. weighted linear regression 2. biased samples, e.g., Efromovich, (2004) 3. weighted ensembles, as in Particle filters. Jmath666 06:24, 12 March 2007 (UTC)

[edit] Typo

Should the individual entries for the sample mean have a (1/N) in front of it? Or am I missing something here? --WillBecker 11:05, 2 May 2007 (UTC)

Thank you, I have fixed that now. You can be bold and make changes yourself. I do not own this (or any other page) even if I made most of the edits here to date. Thanks again for your help. Jmath666 20:49, 2 May 2007 (UTC)