Concepts inRecursive Estimation of the Variance of the Sample Average
Sample mean and sample covariance
The sample mean or empirical mean and the sample covariance are statistics computed from a collection of data on one or more random variables. The sample mean is a vector each of whose elements is the sample mean of one of the random variables ¿ that is, each of whose elements is the average of the observed values of one of the variables.
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