# Tagged Questions

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

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### Financial instruments ranking based on price movement (outliers, consistency)

I have a lot of financial instruments and I need to rank them based on price movement "stability", i.e. instruments with with big outliers should have the lowest ranks and instruments with stable and ...
28 views

### Do we have an equation to calculate harmonic average using arithmetic average and standard deviation as input?

I would like to calculate a harmonic average of a normal distribution using the mean and the standard deviation using an equation.
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### How to tell if a sample comes from a distribution with infinite mean?

I observe a sample from a distribution that I expect to be the hitting time $$\tau = \inf\{t>0| X(t)>a\}$$ where $X(t)$ is a Lévy process with $X(0)=0$ and $a$ is some constant. $X$ is not a ...
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### How do I forecast a timeseries of data using GARCH(1,1)?

I'm new to GARCH, but I've got daily data of TV Ratings. I've been trying to forecast this for future, and a quick background - the data is non-stationary, has high seasonality (weekly, monthly & ...
222 views

### Calculate mean of ordinal variable

I've read in a number of places that calculating the mean of an ordinal variable is inappropriate. I'm trying to get an intuition for why it might be inappropriate. I think it is because, in general, ...
108 views

### How do I estimate the mean of a variable for different groups by controlling for age, gender, education…?

I am trying to estimate the mean of a variable for 2 different groups. If in Stata I use . bys group: sum variable I'll get the mean. However, there are ...
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### Statistically evaluating performance of algorithms

I am working on a problem for which I have come up with a couple of algorithms. To assess which one is the best, I compare a set of algorithm outputs (set of numbers) against the "true" set of values ...
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### Robust estimation of mean with small sample size

Working with a 2D sensor. A row consists of 4096 samples, of which there are 16 reference samples (the rest are active). The reference samples do not measure the signal, but are used to estimate the ...
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### Is it possible to generate means and standard deviations for two groups based on a Cohen's d?

Is it possible to generate means and standard deviation for two groups from a Cohen's d effect size? Even if the means and standard deviations are trivial/meaningless values, I would like to keep the ...
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### Can time series be used to predict series which has a changing trend?

Supposing I have a stock return series from 2000-2013. Looking at the data, it has pattern of long trending bull market: 2001-2008, and 2010-2013, while it also has great reversal in 2008 financial ...
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### Backing out the standard deviation from information on baseline mean/s.d., and coefficient mean/s.d

I am trying to run a power calculation for a randomized control trial. For this I need a mean and standard deviation for our 'baseline'. There are papers out there which would have a mean and standard ...
39 views

### Calculating mean percents

Are there any rules to calculating mean percent or is it the same as calculating any other average (i.e., add all of the percents together and divide by the sample size)?
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### Follow up: How many counts are required to estimate a mean to a certain precision?

Having asked a question previously on the number of counts required to ascertain a sample mean to a given precision (assuming a poisson distribution) I have a follow-up question. I think my new query ...
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### How many counts are required to estimate a mean to a certain precision?

I have been photographing bubbles arriving at a fluid surface. The photographs are obtained at rate of one image per minute. Given that the frame of the image is always the same size and the source of ...
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### Normality of a lognormal variable having a spike in 0?

I have two very right-skewed datasets which I must study for difference in means. Given the skewness, I transformed using log 10 scale after adding 1 to be able to take the log. In other words: ...
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### Frechet Mean of Multiple Curves

I'm working on determining the Frechet mean of several curves. I am using this equation: $$\sum_{n=1} (P_a - P_b)^2$$ but I'm not entirely sure how I would do this across multiple curves. Also, ...
107 views

### Notation for sample mean: $\overline{Y}_{\cdot{j}}=\frac{\sum\limits_{i=1}^N Y_{ij}}{N}$

I sometimes see the following notation, e.g., for the mean of the jth variable over N observations: $\overline{Y}_{\cdot{j}}=\frac{\sum\limits_{i=1}^N Y_{ij}}{N}$ My question is: What is this little ...
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### How to best account for population sizes in disease outbreaks

Say one has the fatality and survivor rates of a pathogen in terms of geographical location (e.g., the latest data on the MERS-CoV). ...
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### Example of distribution where large sample size is necessary for central limit theorem

Some books state a sample size of size 30 or higher is necessary for the central limit theorem to give a good approximation for $\bar{X}$. I know this isn't enough for all distributions. I wish ...
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### Mean or median as the measure of central tendency for data spanning three orders of magnitude

Here is a data set I am working with. I basically have a total of 1082 different data segments of $y$ vs. $x$ all plotted here on a log scale in bright blue in the background. Now what I need to do ...
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### High standard deviation: rule of thumb

I know this is a pretty vague question but I was wondering if there was a rule of thumb relation between the mean and the standard deviation of a given set of values by which you can say "Something's ...
85 views

### Finding the mean difference of two data sets in R, within a confidence interval

I'm analysing benchmark data for some of my R functions, and I'm trying to compute a statistic describing how many times faster my function - group_one - is than a control function - group_two - as a ...
105 views

### how to rank items measured with a likert scale?

I have a 70 or so items all measured with a 5 point likert scale. What I'd like to do is take their mean value and rank the items according to their means but with respect to statistical significance ...
1k views

### “Accept null hypothesis” or “fail to reject the null hypothesis”?

I'm trying to conduct a Student's t-test for a table of values while trying to follow the explanation and details found on this website. I understand that if the p-value is <.01 then it's really ...
66 views

### Comparison of dependent but unpaired data sets

I'm trying to find a statistical test that can help me compare the means of two dependent groups. My data: parameter values from white matter region in an in vivo rat brain parameter values ...
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### Is the square of coefficient of variation an ascending function of exponent c? [duplicate]

Suppose that $x$ is a random variable with any distribution that takes only positive values. If $z=x+1$, can the following inequality hold for constants $c_2>c_1>0$? ...
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### Question about squares of the coefficients of variation

Suppose that $X$ is a random variable with any distribution that takes only positive values. Can the following inequality hold for constants $c_2 >c_1 >0$? ...
72 views

### Simple Mean/Average

I have results from a likert scale 1 - strongly disagree-5 - strongly agree. I also had a N/A and a Not Sure category. How do I calculate the average response? I am thinking to not include the n/a's ...
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### Best way to estimate mean of RV from independent samples

Suppose we have N independently drawn samples from an unknown random variable $X$. What is the best way to estimate the expectation of $X$? For simplicity, we can assume that $X$ only returns values ...
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### Constrained mean variance optimization

I have some numbers $X={x_1,x_2,...,x_n}$. I add some small numbers to them and get $Y={y_1,y_2,...,y_n}$ where $y_i=x_i+\epsilon_i$. How can I find $Z={z_1,z_2,...,z_n}$ to minimize ...
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### ANOVA as Comparision of Means and Regression [duplicate]

ANOVA, ANalysis Of VAriance, is a method to compare means of several variables. At the same time it falls under G(eneral)LM in a sense that it a method for regression and used for regressing ...
87 views

### How to add prediction intervals to describe the variability in monthly samples of data?

The data analyzed here is a sample of individuals collected on a monthly basis. What would be the best way to compute "prediction intervals" for the monthly sample means, in order to indicate the ...
71 views

### How to test whether mean and variance is the same in two small samples?

I would like to test two relatively small samples against the null hypothesis that both their means and variances are the same. The alternative would be that they in fact differ. I saw a post on this ...
56 views

### Reconstructing time series data with missing values from external data source

I have a 100 year time series. But the first 30 years are missing. So I correlated the 70 years that I have with another (100 year) time series to predict back / reconstruct the missing values. For ...
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### Control mean lower than treatment mean in a list experiment — why?

I have a list experiment with N=150. The control group was given 3 factors and the treatment group was given 4 factors, with random assignment to these groups. Each group had to report how many ...
148 views

### Estimation of mean, variance and mean squared error of a histogram that poorly models real distribution

I'm having a basic statistics problem. I'm running an experiment using a photon counting detector to measure a diffraction pattern. I want to calculate the centroid of each diffraction spot and the ...
234 views

### Help with Anova of categorical and continuous variable in R and SPSS output

I am having some trouble running an Anova on categorical variables in R and matching SPSS output. What I need to do is run an anova on the dataset below (its a made up data set). But, I need to know ...
74 views

### Testing whether two groups formed from a continuous variable differ on a binary outcome

18 people, who have been divided into 2 groups based on the semiquantitative expression of a protein (low vs high). Group 1 (low protein levels) has 6 people, Group 2 (high protein levels) has 12 ...
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### Mean and variance of call center data

I have a fairly involved homework question, I was wondering if I could get some help. There are two types of phone calls arriving at a switch, long-duration and short-duration. Each day the number ...
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### Mean and variance of number of tries required

So the question states that I'm trying something with an 85% chance of success, if I don't succeed I try again until I do. What is the mean and variance of the number of tries necessary until I ...
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### Simple homework question about normally distributed variables

The question states: Consider a set of random variables $X_i$, where $i=1,...n$. Each $X_i$ is normally distributed with mean $0$ and variance $1$, i.e. $X_i$ are $\mathcal N(0,1)$. What is ...
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### Why do we refer to our estimates in terms of precision?

Open any statistics textbook and it will urge the need to check the 'precision of our estimates'. Take the following random variable: ...
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### Best estimate for a decile or quintile mean from a known distributional family?

Suppose you have a population drawn from a known distributional family f with a vector of unknown parameters θ. You may also assume that the distribution is strictly non-negative and skewed, with a ...
112 views

### Test for comparing “mean of means”

I have a treatment and a control group. Both groups consist of several teams, each with several individuals. When I want to compare the performance between the groups, I could run a t-test or Wilcoxon ...
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### What statistical method used to compare mean and inspect developmental changes?

I use a multiple mediator model in describing my data, and age is the independent variable (IV). I want to see if there exist developmental changes at the level of my dependent variable (DV) that are ...
133 views

### Mean of means -> error propagation or uncertainty or both?

my problem is as follows. I have a simulation of a neural network which creates activity patterns, learns them and then tries to retrieve previously learned patterns one by one. The performance of ...
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### equating problem with instrument that have two version

I want to measure metacognition (as a whole construct and per subscale, (knowledge of cognition (KC)) and regulation of cognition (RC)) development in children using the Jr MAI inventory. The Jr MAI ...