correction factor for variance with unequal sample sizes
this is just a harmonic mean
Correction factor for variance.
variance correction factor is
1/k * sum_i 1/n_i
where k is the number of samples and summation is over i=0,…,k-1. If all n_i are the same, then the correction factor is 1.
This needs to be multiplied by the joint variance estimate, means square error, MSE. To obtain the correction factor for the standard deviation, square root needs to be taken.