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

learn more… | top users | synonyms

2
votes
2answers
172 views

Finding the mean of a Gaussian distributed random variable given the variance

I have a Gaussian distributed random variable $X$ with known variance $\sigma^2$. Given that I know $P(X\geq t)=m$, how can I find the mean of the random variable?
0
votes
0answers
47 views

Comparing two means

I have a question on comparing means and I would be really thankful if you could help... I have a data set that contains responses from a questionnaire (so one group only, N=216). The questionnaire ...
1
vote
1answer
73 views

What statistical test should I use for this situation?

I've got three groups A,B,C. Each has a different number of records and I have calculated the mean for each group. Now I want to know if these means are equal or not? What statistical test should I be ...
1
vote
0answers
17 views

Tests if means between factors are significantly different

After performing a factor analysis and grouping a set of 20+ questions into 3 different factors, we can then calculate a mean, std dev etc for each of these sets of questions or in other words, per ...
1
vote
0answers
28 views

Is the mean of n independent Bernoulli random variables normal? [duplicate]

I'm trying to figure out the difference between an A/B split test and an ANOVA test and I came across this article. It suggests that the mean of $n$ independent Bernoulli random variables is normally ...
0
votes
0answers
73 views

anova, t-test, linear models: run on individual data points or per-person means?

The format of my studies is testing 10 individuals in 5 conditions 100 times per condition (this is a behavioral test) - resulting in around 5000 raw data points. I am currently using 3 statistical ...
2
votes
2answers
123 views

What is the appropriate test for comparing means?

I have a case and control group, both of which had a blood sugar level tested multiple times over 48 hours. I took the mean of the levels for each person and then calculated the mean of the means ...
0
votes
0answers
27 views

How to scale a variable to a specific mean and standard deviation [duplicate]

This may be a dumb question, and I'm certain I should know this, but let's say I have one variable that has a known metric (e.g., variable A has a mean of .7 and standard deviation of .3). How do I ...
1
vote
0answers
47 views

determining probability of spatial pattern metric greater than some instance

Let's say I have a grid of cells from a satellite image that take on the value of 0 or 1, with 1 being forest. There are many spatial pattern metrics that measure things about this pattern such as ...
1
vote
1answer
793 views

Meaning of standard deviation of the mean difference

I'm trying to understand the meaning of stating the standard deviation (SD) of the mean difference (MD) [or otherwise called the absolute mean difference]. This is for a paper I'm writing up where ...
1
vote
3answers
4k views

Comparing means with unequal variance and very different sample sizes

I am trying to compare the means of the same variable between men and women. This is the statistics: ...
-1
votes
1answer
216 views

how to Normalize data(with noise) into 0-1 range good scale in mean and variance?

i have a matrix data. Perhaps some data in one cluster and another in some cluster. data scale is between [0-1000](just example). and i want to normalize into [0-1] and good in mean and variance. it ...
1
vote
0answers
142 views

Reliability standard via relative standard error for computer science or randomized algorithms

I am performing experiments on randomized algorithms, and want to do it scientifically sound. What relative standard error of mean (RSEM) is acceptable? I know that often RSEM<30% or RSEM<25% ...
5
votes
3answers
206 views

Why do they call it “sampling distribution of the sample mean”?

Ok, I understand that there is a true population mean and one that I get from the sample. It is different for every sample and, thus, I can build the distribution of the sample means. I arrive at a ...
2
votes
2answers
253 views

When is the median more affected by sampling error than the mean?

I'm writing a paper on making probability estimates, and it's been asserted to me that I should take the median of the estimates given by my participants, rather than the mean. I've been told I should ...
0
votes
0answers
33 views

Mean and Covariance of Office Hours

I have a homework assignment with the following question. I've attempted to solve the problems and my answers are below, but I feel like they are incorrect, and have no idea how to check. I would be ...
1
vote
1answer
41 views

Inferring an unmeasured value

Suppose we have a table of finishing times for an number of 100 metre races where each competition has a different mix of entrants. We suspect that some races are slower than others due to, say, a ...
4
votes
1answer
89 views

Finding the expected value of two normal random variables

Suppose $a_1 = b + c_1$ and $a_2 = 2b + c_2$ where $b, c_1, c_2$ are all $N(0,1)$ Find $E[b|a_1,a_2]$ My attempt: As $E[b] = 0$, I assume $E[b|a_1, a_2] = 0$. Is this a logical assumption?
5
votes
2answers
212 views

Expected value of $Ye^X$ where $X \sim U(0,1)$ and $Y \sim U(0,1)$

I am trying to find the expected value of $Z$ where $Z = Y\cdot e^X$ where $Y \sim U(0,1)$ and $X \sim U(0,1)$. My attempt so far: $$F_Z(z) = P(Ye^X \le z) = \int \int_{Ye^X \le z} f(x,y)\, dxdy$$ ...
1
vote
1answer
550 views

how many years will it take to achieve six-sigma quality?

Suppose a business is operating at the three-sigma quality level. If projects have an average improvement rate of 50% annually, how many years will it take to achieve six-sigma quality?
0
votes
1answer
130 views

How to compute whether the mean of a non-random sub-sample is statistically different from the mean of the sample?

I have a variable called "obs" and from this variable I generated a new variable called "obs_sub" by excluding all observations for which a dummy variable is equal to one. Now what I want to know is ...
1
vote
1answer
40 views

Finding mean and SD of 2 parts of a whole

I am putting together a review/meta-analysis of body composition in children. The data I will analyze consists of measures of fat-mass (FM) and fat-free-mass (FFM), which when summed equal total ...
3
votes
1answer
428 views

How to generate random data that conforms to a given mean and upper / lower endpoints?

I'm in need of generating a set of random numbers (between 100 and 300 would suffice), which conform to a given mean, and also fall within certain upper and lower endpoints. Using the statistics ...
2
votes
0answers
54 views

Unpaired t-test with only summary means

Is it appropriate to conduct an unpaired t-test with only summary means from both groups? For example, let's say you want to compare: a. Professor A's scores received on a evaluation by his ...
1
vote
0answers
63 views

How to show that the mean is (weakly) consistent

How can I show that the mean is weakly consistent? Is weakly consistent the same as consistent?
4
votes
1answer
481 views

Construct confidence interval of the mean for auto-correlated data

I feel like I'm missing something obvious, but here we go. I have auto-correlated data measured in triplicate for two (or more) treatments. Something like this: ...
0
votes
1answer
285 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 ...
1
vote
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?
1
vote
1answer
748 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 ...
2
votes
2answers
255 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 ...
0
votes
1answer
206 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 ...
5
votes
0answers
361 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
votes
0answers
255 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 ...
0
votes
0answers
99 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) = ...
3
votes
1answer
685 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 ...
0
votes
1answer
66 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 ...
2
votes
0answers
66 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
votes
3answers
251 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 ...
0
votes
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
votes
1answer
183 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
votes
1answer
294 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 $f(x)$. ...
1
vote
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
votes
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
votes
0answers
146 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 & ...
3
votes
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, ...
1
vote
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 ...
0
votes
1answer
98 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
votes
0answers
129 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 ...
0
votes
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 ...
0
votes
2answers
120 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 ...