Pooled standard deviation

In statistics, pooled standard deviation is a way to find an estimate of the population standard deviation given several different samples taken in different circumstances where the mean may vary between samples but the true standard deviation (precision) is assumed to remain the same. It is calculated by

:$s\_p=sqrt\{frac\{sum\_\{i=1\}^k((n\_i\; -\; 1)s\_i^2)\}\{sum\_\{i=1\}^k(n\_i\; -\; 1)$

or with simpler notation,

:$s\_p=sqrt\{frac\{(n\_1\; -\; 1)s\_1^2+(n\_2\; -\; 1)s\_2^2+cdots+(n\_k\; -\; 1)s\_k^2\}\{n\_1+n\_2+cdots+n\_k\; -\; k$

where "s"_p is the pooled standard deviation, "n_i" is the sample size of the "i"'th sample, "s_i" is the standard deviation of the "i"th sample, and "k" is the number of samples being combined. "n" − 1 is used instead of "n" for the same reason it may be used in calculating standard deviations from samples.

See also

*Pooled variance
* Used for calculating Cohen's "d" (effect size)

External links

Definitions
*http://www.iupac.org/goldbook/P04758.pdf
*http://www.isixsigma.com/dictionary/Pooled_Standard_Deviation-295.htm

Uses
*http://web.psych.utoronto.ca/~psy379/Stats%20PPT.pdf - also referring to Cohen's "d" (on page 6)
*http://www.pubmedcentral.nih.gov/articlerender.fcgi?artid=1473027