Does anyone know why the statistics field settled on k = 1/n?
I am guessing that this is the default assumption of equal weighting or equal scaling of the variances that you are pooling. If you want to assign non-equal weights you should have some specific reason to do so.
I don’t think it’s “superior”, it’s just the simplest default in the absence of any additional information.
I am guessing that this is the default assumption of equal weighting or equal scaling of the variances that you are pooling. If you want to assign non-equal weights you should have some specific reason to do so.
I don’t think it’s “superior”, it’s just the simplest default in the absence of any additional information.