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Show that, for two populations, MSE=sp2, where sp2is the pooled variance defined in Section 10.2 on page 407 . Conclude thatMSE is the pooled sample standard deviation, sp.

Short Answer

Expert verified

The standard deviation of the poolsp=MSE.

Step by step solution

01

Given Information

sp2 is the pooled variance.

02

Explanation

We have two populations based on the data.

So, k=2,

n=n1+n2

Error sum of squares is defined as

SSE=n1-1s12+n2-1s22

Mean square error is defined as

MSE=SSEn-k

=n1-1s12+n2-1s22n1+n2-2

=sp2

⇒MSE=sp2

The standard deviation of the pool is sp=MSE.

Hence, proved.

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