Should I use variance or standard deviation as weights to combine independent measurements?

Asked Jul 12 '13 at 14:35

Active Jul 12 '13 at 14:54

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I've got a set of N independent measurements that I'd like to do a weighted average on to get one, hopefully better, measurement. I've got a variance measure for each measurement, would it be more appropriate to use the inverse of the variance or the inverse of the standard deviation as my weights?

edited Jul 12 '13 at 14:54

gung - Reinstate Monica

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asked Jul 12 '13 at 14:35

gct

Should I use variance or standard deviation as weights to combine independent measurements?

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