Advertisement

Pooled standard deviation calculator

Combine within-group spread with degrees-of-freedom weights. This calculation does not include differences between group means.

Calculator

Pooled sample standard deviation
3.346640
Pooled within-group variance
11.200000
Pooled degrees of freedom
10.000000
Group count
2.000000

Advertisement

How this calculator works

Each sample variance contributes in proportion to its degrees of freedom n - 1. Dividing their weighted total by the combined degrees of freedom estimates a common within-group population variance. Taking its square root gives pooled SD. The interpretation assumes a defensible common variance across independent groups. Every group needs at least two observations; zero individual SDs are allowed.

Formula

sp² = Σ((n_i - 1)s_i²)/Σ(n_i - 1); sp = sqrt(sp²); df = Σn_i - number of groups.

Worked example

For sizes 5 and 7 with sample SDs 2 and 4, the weighted squared total is 4 × 4 + 6 × 16 = 112. Divide by 10 to get 11.2 and take the square root: 3.346640.

Advertisement

Frequently asked questions

Is this the SD of all observations joined together?

No. Joined-data variance also includes differences between group means. Pooled within-group variance deliberately excludes those differences.

Can I average the group SDs?

A plain average generally differs. Pool the variances with n - 1 weights before taking a square root.

What if the group variances differ greatly?

The common-variance interpretation may be unsuitable. A procedure allowing unequal variances may better match your analysis.

Sources

Advertisement