Talk:Sum of Squared Deviations from Mean

Mergeto: I think it'd be best if the other theorem be a corollary of this one (since this one does not necessarily involve a random variable $X$, and all that is associated to it). --Lord_Farin (talk) 16:00, 12 October 2012 (UTC)
 * My vote is an "Also see" on both pages --GFauxPas (talk) 16:31, 12 October 2012 (UTC)


 * On second thought, I join GFP. These results pertain to different fields; we ought not to confuse people by merging them. --Lord_Farin (talk) 17:03, 12 October 2012 (UTC)


 * But then again, we can leave the pages separately, while still putting one theorem as a corollary of the other. --Lord_Farin (talk) 17:04, 12 October 2012 (UTC)


 * Surely Sum of Squared Deviations from Mean is a corollary of Variance as Expectation of Square minus Square of Expectation as the mean of a sample is a random variable? In that case it can be included as a second proof rather than as a merge. Sorry, I was hasty with my "mergeto" request - I just remembered I'd already posted the result up and that it did not need to be in twice.


 * When it comes down to it, statistics is applied probability, and many of the results in stats have a basis in prob theory, which is where the "pure" results are demonstrated. There is probably going to be plenty of stuff like this. --prime mover (talk) 17:29, 12 October 2012 (UTC)


 * I'll be gone from this applied area; I'll let you fight over the structure. --Lord_Farin (talk) 17:35, 12 October 2012 (UTC)


 * I hold my opinion until my course gets to expectation, where I can form a more educated decision. Until then I'll let PM decide. --GFauxPas (talk) 18:22, 12 October 2012 (UTC)

How does that work for you? --prime mover (talk) 19:02, 12 October 2012 (UTC)
 * Best of both worlds; I like it. --GFauxPas (talk) 19:48, 12 October 2012 (UTC)