The expected value of a random variable; or a location measure for a sample.

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5 views

Standard error for expected value [duplicate]

I have a computer simulation from which I get a sample of values of some microscopic quantity $X$, i.e. $\{ x_1,\ldots,x_N \}$. I'm interested in estimating the expected value of $X$, i.e. $E[ ...
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15 views

Mean squared error / Max error squared

I'm use this metric for variation that is similar to CV, but it is guaranteed to be on a 0 to 2 scale for positive numbers, where 2 is "all over the place" and 0 is "perfectly even". Since its ...
5
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1answer
56 views

Why are Winsorized random variables independent?

While studying trimmed mean I understood that if I have some random variables $X_1, X_2, .., X_n$ by ordering them and trimming, the variables are no longer independent. However it is said that "by ...
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1answer
47 views

High Standard Deviation for Leave one out cross-validation?

I am using the leave one out cross-validation technique to evaluate my model. If the prediction on the test sample is right the output is 1 otherwise 0. So I have a array of N samples with 0's and 1's ...
2
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1answer
41 views

Standard Deviation After Subtracting One Mean From Another

I've got two sets of data from some fluorescent cells. The first set is when the cells don't have their fluorescence switched on, but they are still faintly glowing. The second set is when they do ...
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2answers
54 views
+50

Estimating the ratio of cell means in ANOVA under lognormal assumption

I am conducting a two-sample test (1-way ANOVA with 2 treatments), and the goal is to estimate the ratio of cell means assuming that the data are lognormal. A simple approach is to log the response ...
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1answer
31 views

How to Test if the Difference between Two Means from Different Samples are Significant?

here are distributions of four samples: and the following is the table of data: I would like to test: (1) if the difference between means of "Give" and "Work-Give" samples is significant; and (2) ...
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0answers
8 views

Given MTTF and Number of Items, how to calculate failing parts with Time?

I am wondering how to make use of MTTF Here is the situation, I am given an MTTF for an item type x and a certain demand for that item in the next 25 years, say 100 parts that will be in operation ...
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4 views

Contribution of residuals to the mean error

I have data for 1000 students' performance over 10 different tests on a scale of 0 -100 (a 1000 rows X 10 col matrix). I calculated the mean score and the associated std. deviation for each student. ...
2
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0answers
53 views

Average of predicted values with logistic regression

I have a large unbalanced dataset (the target has ~1500x more 0's than 1's) on which I train a logistic regression algorithm to predict the probability of success (Not a binary outcome but a real ...
3
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3answers
130 views

Should I use t-test on highly skewed and discrete data?

I have samples from a highly skewed dataset about users' participation (e.g.: number of posts), that have different sizes (but not less than 200) and I want to compare their mean. For that, I'm using ...
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0answers
22 views

Mean and variance of a general multivariate skew normal distribution

I have a problem about a general multivariate skew normal distribution. There is a $p\times 1$ vector, $\mathbf{y}=(\mathbf{y}_1',\mathbf{y}_2',\ldots,\mathbf{y}_n')',p>n$, which has the density as ...
6
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1answer
649 views

Should I use t-test on highly skewed data ? Scientific proof, please?

I have samples from a highly skewed (looking like an exponential distribution) dataset about users' participation (e.g.: number of posts), that have different sizes (but not less than 200) and I want ...
5
votes
1answer
247 views

Name for the special estimate of the mean

During my masters studies, I heard about the following estimate of the mean: We take the minimal and the maximal value from sample and simply average them out. Does this estimate have any name? And ...
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0answers
22 views

Mean accuracy for sum of squares/variance

Formality says that when computing the sample variance or sum of squares one computes a sample mean with the sample data given. If for some reason I had access to a better estimate of the mean (from ...
3
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1answer
55 views

Do you need to report the standard error of the mean when the sample is the population?

The other day, my tutor told me that whenever a mean value is reported, the standard error of the mean must be reported alongside. But surely this isn't always the case? For example, let's say we ...
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0answers
15 views

Evaluating mean-squared error

Hello I am running a Regression Tree experiment. I am new to Regression Trees, and I am using Mean Squared error to test my tree. I am confused because I am getting a large Mean Squared Error but I ...
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1answer
56 views

How to calculate the variance for mean of means?

I have been reading up on how to calculate variance for different situations and the following has me confused….. If I take a number of samples (e.g. choose 5 kids in a class and ask them how many ...
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0answers
14 views

How can I calculate a confidence interval for true mean of one set being higher than another, based on samples from each?

I have two sets A and B each containing N elements and want to show that the true mean of A is less than that of B with certain degree of confidence. (Specifically, the sets represents items of "yes" ...
2
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1answer
50 views

What is $\bar\mu_n$?

Am I right in thinking that it is the average of the sum of $n$ different populations means? Here it is used in the context that confused me. It's the Chebychev WLLN, apparently. "If $x_i, i = 1, ...
4
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3answers
78 views

Comparing the mean difference between data measured by different equipment, t-test suitable?

My problem is as follows: I have 2 measuring devices, both using different measuring techniques, each trying to quantify properties of objects passing their measurement area. The devices measure the ...
-1
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0answers
10 views

calculate mean for groups [migrated]

I'm doing a research about SATs scores by cities. I have every city coded. Is there any way to ask stata to calculate the mean for each city without having to type the city-code? Not having to write: ...
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0answers
26 views

Formula for “adjusted mean” - Is this correct?

I am working on a software project involving statistical analysis of myoelectrical signals (EMG). One client requested the calculation of "adjusted average" for a given signal interval. His ...
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1answer
28 views

Comparison of two means

Which test should I use, if I want to compare the mean of the whole sample with the mean of the fraction of the sample? So for example the mean of the whole classroom taking the test and the mean of ...
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1answer
32 views

Does the standard error assume the mean is the centre of the distribution?

In statistics we can calculate a mean of a sample and the standard error of the mean. Let's say the mean of a sample is 2 and the standard error 1.5. If we repeatedly sampled from this population, it ...
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28 views

Different means with barchart and descriptives in SPSS

I have a dataset (in SPSS 22) with different measurements of children, with the children in rows and with the measurements as variables in the columns. For example, the activity levels of the children ...
2
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36 views

Averaging z scores when doing a “group by”

I have a dataset where each row is an hourly measurement of certain fields (columns). For each column I then add another column that is its respective z score relative to the entire population. If I ...
5
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2answers
187 views

Drawing numbered balls from an urn

PROBLEM There is an urn with a set of balls where each ball is labeled with a different integer. The numbers on the balls are known and are not a range of integers. For example the set of balls could ...
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1answer
22 views

Using more measurements of lower quality or just the one with the best quality?

I am currently trying to analyze some pupillometry data. The device I use gives me X and Y measurements of the pupil area (from which I compute the total area via $A = \pi \times ...
3
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0answers
109 views

Better estimator of expected sum than mean

I am trying to find the optimal estimator for the maximal expected $\Sigma X_i$ where $X_i$ is sampled from an unknown distribution which is chosen to be maximal. To clarify and simplify, there are ...
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0answers
7 views

Comparing the means of correlations based on different size of sub-correlations

I would like to compare the mean correlation of two different sample groups: I had two groups of teachers who were judging their students' performance. One group of real teachers (N=10) judged on ...
2
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0answers
28 views

Largest eigenvalue of this random 2x2 matrix

Consider four random complex vectors $\mu_i$ of length $K$ whose entries are drawn from the complex normal distribution $\mathcal{CN}(\mathbf{0},\mathbb{1})$ centered in zero and of unit variance. ...
3
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2answers
128 views

How to calculate Estimated Arithmetic Mean for a lognormal distribution

I have been tasked to program functions from some Excel sheet into a asp.net app so it can be shared to my colleagues via a web interface. However, I am stuck on one thing. I have a set of variables ...
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0answers
26 views

Estimation of Noise Level in the High-Throughput Cancer Data

Assume that I have made a coverage log ratios signal by dividing the coverage data coming from a tumour sample over the reference sample and then taking the log2 of this division. My question is: ...
2
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1answer
46 views

Timeseries: Find points deviating from the mean

I haven't done much time-series modelling at all and now I have a dataset which screams "time series" at me and now I am hunting for a model. The data: Imagine a video watched by ~400 people, 100 ...
0
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1answer
58 views

$E(X_1| \overline X ) = \overline X$, the sample mean

Let $X_1, X_2, ..., X_n$ be a random iid sample from a population with mean $\theta$. Now I am wondering about the intuition behind $E(X_1| \overline X ) = \overline X$, the sample mean. If we just ...
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0answers
31 views

How to calculate mean on group statistics

How can I calculate the mean of the first schema? I don't have the individual values of the sample. Std. Deviation (B) is 0.6441.
2
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1answer
73 views

Why do means&error bars in an ANOVA graph depend on the factors and covariates that define it?

I have a mixed-model design with between-subjects factors Group (treatment, control) and Difficulty (easy, hard), and within-subjects factor Timepoint (pre, post). I want to use my statistical package ...
3
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1answer
147 views

Question about standard deviation and central limit theorem

I have a quick question about the central limit theorem. Lets say I measure some value that comes from an arbitrary distribution N times and I repeat this M times. I understand that if I calculcate ...
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1answer
39 views

Estimating a distribution based on three percentiles and a mean

I have a set of percentiles the 10-th, 50-th and 90-th. Furthermore I have the mean value. I am trying to reconstruct the underlying distribution. The question is similar to Estimating a ...
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0answers
19 views

Symmetry of a distribution

I have received a sample, summarized by a frequency table with groups (i.e. 1-7, 7-10, 10-13, 13-16, etc...) I calculated the mean and median, both were around 15, the mean was 15.3, the median 15.6. ...
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0answers
30 views

Adding mean and standard deviation to each other

I make a certain measurement and I would like to arrive at a single descriptive number that would give me an idea of both the average value of the measurement, as well as the deviation from the mean. ...
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2answers
36 views

Shouldn't a weighted t-test and a weighted linear regression yield the same standard error on the estimated mean?

I have a vector of values and a vector of the reciprocal of their standard error. I'd like to estimate their mean and the standard error on the mean. At first I used linear regression using the ...
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0answers
19 views

Testing equality of mean vectors

Which is the best method to test equality of mean vectors say that of age, height, weight and BMI of 150 men and women?
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27 views

Is one-way ANOVA appropriate for comparing differences in (calendar) monthly means?

I have data for solute export by month (monthly mean values with year aggregated so that n=12), in one-way ANOVA the groups should be independent. A month of high solute export will probably lead to ...
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0answers
32 views

Probability that a sample mean is between two values using Central Limit Theorem

Mean is $2.707$, standard deviation is $.049$, sample of $35$ is drawn from the population. What is the probability that the mean price for the sample was between $2.683$ and $2.716$? It was suggested ...
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1answer
45 views

Variance of sample mean for dependent samples

Suppose I have two discrete independant random variables $X$ and $Y$, and that I'm interested in the expected value of the random variable $W$, where: $$ W= \text{sign}(X-Y). $$ So, W is 1 if ...
2
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1answer
62 views

Standard error of mean

I am learning statistical analysis, and am now confused about calculating the standard error of the mean. My dataset looks like.. Condition A: ...
2
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0answers
141 views

necessary condition for the existence of the posterior mean

I wonder if there exists results relating properties of the prior and the likelihood to the existence of the posterior mean (or more generally to the posterior moments). Any hint or sufficiant ...
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31 views

a question on posterior distribution

Suppose that $E[T]=E[\gamma_i|X_1]+E[e_2|X_1]$ (1) where $\gamma_i$ and $e_2$ are distributed uniformly on the interval [0,1]. $X_1= \gamma_i + e_1$ So the background is that im trying to find ...