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The grand mean can only be calculated if the three samples are of equal size. In this case, the grand mean is the mean of the three sample means. In this case, it would be (10+20+15)/3 = 15.

However, in the sample sizes are not equal you must take the weighted mean. One option would be to assign, to each of the three means, an importance that reflects its sample size. So, if in the above example, the sample sizes were a, b and c the grand mean would be

(10a + 20b + 15c)/(a+b+c)

It is easy to show that the grand mean becomes the mean of the three sample means when a = b = c.

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15y ago

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