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

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1answer
264 views

How to define the multiplier range for variance test based outliers detection algorithm?

I have a variance test based outliers detection algorithm. The algorithm is exposed with a visual application where the user can configure its parameters namely the multiplier. The question is what ...
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0answers
51 views

symmetric r.v. raised to an odd power

My prof claims that raising a symmetric r.v., like N(0,1), to an odd power gives a distribution with expectation 0. What's the best way to see this?
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1answer
699 views

What does “Mean of each pixel over all images” mean?

I was reading a paper related to Auto encoders for my project work. It is required to input images as vectors to the neural network. I couldn't understand a certain sentence due to lack of knowledge ...
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2answers
229 views

Updating variance of a dataset

In an application, I deal will a large number of images from which I successively extract particular values to compute their means and variances. Because storing them all would mean storing Gigas, I'd ...
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1answer
191 views

continuous response variable with lots of zero values

I'm trying to determine the effects of four treatments on flowers on the volume of nectar available to pollinators. Problem is, I have about 50% zero volumes across treatment categories. What is the ...
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0answers
321 views

Which normalization method for different units (zero, negative, etc.)

Commonly, normalization of ratings seems to mean adjusting values measured on different scales to a notionally common scale. I have different metrics that measure different performance aspects of a ...
3
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0answers
228 views

Average over two variables: Why do standard error of mean and error propagation differ and what does that mean?

I'm doing an experiment with a cryostat to determine the critical temperature for lead. To avoid asymmetries, I determine the critical temperature both through heating (going from 2 K to 10 K) and ...
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0answers
91 views

Is there any guide line to select a right coefficient of variation?

I faced an estimation problem of compute the mean of a random variable (rv) $X$. What I know is the coefficient of variation of this rv, namely its standard deviation divided by its mean: $$c_{v}(X) = ...
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1answer
641 views

When does a distribution not have a mean or a variance?

I believe I read today a phrase which went something like this: If a distribution has a mean and a variance ... So I guess that means some distributions do not have means or variances? I fiend ...
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1answer
63 views

Is mean of means a correct approach?

I need to compare a certain body value between several groups of people. The value for each person is a mean of several measurement itself. The simplest solution would be to compute an ANOVA ...
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0answers
63 views

What is the process for computing the power of a difference in mean test?

Suppose I have two samples with the following statistics and I want to determine if there is a difference in their means. First: ...
5
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3answers
236 views

Mean has lower standard error than 5% trimmed mean?

I'm investigating using a trimmed mean to measure the location of various distributions. The distributions sometimes are heavily contaminated and sometimes not. Usually they follow something similar ...
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2answers
2k views

Combining several Likert items from a Likert scale into one variable [duplicate]

Hi there I have a very important question for my statistical analysis which needs to be finished in a few days. First of all I have to say that I have not much knowledge of statistics and therefore ...
3
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1answer
177 views

Mean and covariance of a mixture of two distributions

This is a homework problem. If I could have some hints on how to solve it that would be great. Mean and Covariance of a Mixture of Two Distributions: $$ I = \left\{ \begin{array}{l l} 1 ...
2
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1answer
282 views

Exact distribution of sample mean of a continuous distribution

Please first note that I do know about the central limit theorem but I wish to derive an exact expression for the sample mean for any continuous distribution with probability density function $f(x)$. ...
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0answers
45 views

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 ...
4
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0answers
87 views

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 ...
3
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0answers
139 views

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 & ...
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3answers
3k 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, ...
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2answers
1k 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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1answer
97 views

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 ...
2
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0answers
122 views

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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1answer
36 views

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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2answers
119 views

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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0answers
112 views

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 ...
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1answer
42 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)?
4
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1answer
94 views

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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3answers
127 views

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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0answers
65 views

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, ...
4
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1answer
162 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 ...
2
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1answer
42 views

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). ...
14
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3answers
777 views

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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2answers
99 views

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 ...
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0answers
454 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 ...
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1answer
209 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 ...
4
votes
1answer
14k 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 ...
2
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0answers
131 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 ...
3
votes
1answer
165 views

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 $c_2 >c_1 >0$? ...
0
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1answer
94 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 ...
0
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0answers
94 views

Marketing research survey results

I added a question about marketing research survey result. There are two questions and two results related to this survey. Can you help me answer these questions about this data sheet.
2
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1answer
117 views

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 ...
1
vote
1answer
76 views

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 ...
0
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1answer
105 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 ...
4
votes
0answers
91 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 ...
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0answers
37 views

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 ...
4
votes
1answer
259 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 ...
2
votes
2answers
580 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 ...
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3answers
94 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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0answers
125 views

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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1answer
50 views

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 ...