Computes the variance of a weighted mean following the definition by Cochran (1977; see Gatz and Smith, 1995)

Source: R/origin_methods.r

This is a helper method for weighted variance computation in origin_edm, which is the closest to the bootstrap.

var_wtd_mean_cochran(x, w)

Arguments

x

numeric vector of values
w

numeric vector of weights

Value

numeric value of weighted variance

References

  • Gatz, D. F., and Smith, L. (1995). The standard error of a weighted mean concentration-I. Bootstrapping vs other methods. Atmospheric Environment, 29(11), 1185-1193. <DOI: 10.1016/1352-2310(94)00210-C>

  • Gatz, D. F., and Smith, L. (1995). The standard error of a weighted mean concentration-II. Estimating confidence intervals. Atmospheric Environment, 29(11), 1195-1200. <DOI: 10.1016/1352-2310(94)00209-4>

  • https://r.789695.n4.nabble.com/Problem-with-Weighted-Variance-in-Hmisc-td826437.html