Weighted Population Standard Deviation and Weighted Population Variance

The formula used for weighted population variance is a straight extension of the population variance. The population variance fomula is:

var_p = sum((xi - µ)2) / N, where µ = sum(xi) / N

 

The weighted population variance formula is the above with some extension:

wvar_p = sum(wi * (xi - µ')2) / sum(wi), where µ' = sum(wi * xi) / sum(wi)

Example with sample data:

 

Value Weight
6 1
7 1
8 1
9 1
10 1
11 1
12 1
13 100

 

 

Mean Weighted Mean Population Standard Deviation Weighted population Standard Deviation Population Variance Weighted population Variance
10.75 22.08 4.99 3.50 24.94 12.25

 

 

 

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