return joint variance from samples with unequal variances and unequal sample sizes
something is wrong
Parameters : | var_all : array_like
nobs_all : array_like
df_all : array_like
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Returns : | varjoint : float
dfjoint : float
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Notes
(copy, paste not correct) variance is
1/k * sum_i 1/n_i
where k is the number of samples and summation is over i=0,...,k-1. If all n_i are the same, then the correction factor is 1/n.
This needs to be multiplies by the joint variance estimate, means square error, MSE. To obtain the correction factor for the standard deviation, square root needs to be taken.
This is for variance of mean difference not of studentized range.