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  1. Symbols for Number of Subjects. Use an uppercase, italicized N to designate the number of members in the total sample (e.g., N = 135). Use a lowercase, italicized n to designate the number of members in a limited portion or subsample of the total sample (e.g., n = 80 in the treatment group).
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    Symbols for Number of Subjects. Use an uppercase, italicized N to designate the number of members in the total sample (e.g., N = 135). Use a lowercase, italicized n to designate the number of members in a limited portion or subsample of the total sample (e.g., n = 80 in the treatment group).
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    The symbol ‘N’ represents the total number of individuals or cases in the population.
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    Sample mean and covariance - Wikipedia

    The sample mean is the average of the values of a variable in a sample, which is the sum of those values divided by the number of values. Using mathematical notation, if a sample of N observations on variable X is taken from the population, the sample mean is: 展开

    The sample mean (sample average) or empirical mean (empirical average), and the sample covariance or empirical covariance are statistics computed from a sample of data on one or more random variables. 展开

    For each random variable, the sample mean is a good estimator of the population mean, where a "good" estimator is defined as being efficient and unbiased. Of course the estimator will likely not … 展开

    The sample covariance matrix is a K-by-K matrix $${\displaystyle \textstyle \mathbf {Q} =\left[q_{jk}\right]}$$ with entries
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    The sample mean and the sample covariance matrix are unbiased estimates of the mean and the covariance matrix of the random … 展开

    The sample mean and sample covariance are not robust statistics, meaning that they are sensitive to outliers. As robustness is often a desired trait, … 展开

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