Standard deviation is the square root of the variance of a random variable, an estimator thereof, or a similar measure of the spread of a batch of data.

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cross-validation: what is the standard deviation if the same value is obtained for each fold?

Here is a detailed imaginary example: I am using 5-fold cross-validation to estimate the generalization MSE of my predictive model. When I hold-out fold number 1, which contains 10 observations, say ...
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8 views

Recalculating mean, median, std dev and confidence interval after updating sample

I am working on an application which gets rolling samples of World of Warcraft auctions every two hours. The auctions contain, among other data: item ID (will be used to group auctions before ...
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1answer
33 views

Standard Deviation of a sum of identical random variables

In a variation of the famous "how many chips are in a bag of Chips Ahoy" inference investigation, I am asked to make a confidence interval for the number of chips in 50 cookies (the amount in a bag) ...
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16 views

Standard deviation in cumulative displacements reconstructed from noisy velocities

By solving an overdetermined problem one gets velocities at different time intervals with known standard deviations. The cumulative displacement is then reconstructed from computed velocities as ...
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2answers
42 views

How can I estimate the sliding window standard deviation of a stream?

I am processing a stream of database records. At current levels, about 250 million records are added per week, but this will increase. I wish to compute the 90-day sliding window standard deviation of ...
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1answer
29 views

mean and standard deviation from rnorm(5, mean = 0, sd = 1)

I am trying to figure out a good way to find mean and standard deviation from sampling rnorm(5, mean = 0, sd = 1) 1,000 times. I thought about using a for loop and combining the result of rnorm as a ...
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0answers
7 views

Standard Error of ARPDAU

Short version: What is the ARPDAU standard error of a mobile game? Long Version: I have a mobile game and I'm tracking the ARPDAU (Average Revenue per User). $$ARPDAU_i = \frac{Total ...
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2answers
73 views

One Sigma error and 68% tolerance interval

I have first a clarifying question, and second, a question asking about how to do something, depending on the answer to the first question. Suppose you have a set of data of some PDF which is ...
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16 views

what's the maximum standard deviation of a distribution when N is an odd number?

I know that the maximum standard deviation (sd) of a distribution when N is an even number (sd=1/2 * range) but what about when N is an odd number?
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1answer
46 views

How do you calculate the standard deviation and error for a difference between two different means?

I have 40 people that I measure at baseline, getting their mean level of X at time zero. I also calculate the standard deviation and standard error of the mean of X. Then after 100 days I measure ...
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3answers
325 views

Is the Standard Deviation of a binomial dataset informative?

I am working on a dataset of presence/absence data, with my response variable being 'proportion of sites where X is present'. I have been asked to provide standard deviations alongside the mean ...
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0answers
11 views

Hypothesis test for 2 Weighted Means

I was trying to compare pairs of medical cost from several customized groups. The medical cost is adjusted by age and gender distribution in the sample. The resulting per member medical cost in each ...
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10 views

Calculate the aggregated standard deviation of several samples

I have the following survey-based data, where the first row is the aggregate of the other rows (Emp1-Emp5). ...
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0answers
26 views

Given the mean and standard deviation of a change, when can we expect to reach a threshold?

Suppose I am playing a game in which I start with 1000 points and my point total changes every turn. I lose when I reach 0 points. I know that after every turn I can expect that my point total will ...
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1answer
31 views

Modify standard deviation with fixed mean

I have a set of pipes that are supposed to receive balanced load from a source. For instance, with 100 of inputs if I have 5 pipes each is supposed to handle 20. But that's not the case in reality and ...
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1answer
29 views

Standard Error for Sum

I am designing an algorithm for a stratified sampling on a population and then I want to find out what is the error bound for 95% confidence interval, for different sample statistic such as sum of the ...
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0answers
17 views

sample size of infinite population and alternative comparisson

I need to compare two alternative methods of manufacturing a product, say A and B. I wanted first to dermine the sample size of ...
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2answers
45 views

What are some ways to normalize variables to compare standard deviations?

I have a list of time-series variables which are all in different scales. The variables are not normally distributed and some values are negative. What are some ways to normalize these variables so ...
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1answer
52 views

Min and max range from standard deviation

If I have 2 data points like 16.70 (+/-4.33) 54.70 (+/-16.30) where 16.7 = mean and +/- 4.33 is the standard deviation, is it possible to calculate a range out ...
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1answer
48 views

How to know the variability of Expected Value for a sample series of events with different outcome probabilities?

I have a quick question I would humbly like to ask for your help to solve: let's assume that I am analyzing a sample series of events with different probabilities of success. There are only 2 possible ...
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18 views

How to get the variance of the sample standard distribution? By bootstrapping observed values or by standard deviation distribution statistics

Let $Y(x)\sim\mathcal{N}(0,\sigma(x)),x\in\mathbb{N}$ be a random variable depending on $x$. Let $y_i(x_i),x_i\in\mathbb{N},i\in\{1,...,n\}$ be observed values. I have a model $m_\alpha(x)$ to predict ...
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1answer
95 views

Find standard deviation of arbitrary game with multiple payouts

This earlier question asked how to get a 5.76 standard deviation for a single number bet on Roulette. The answer gave the formula, but unfortunately, the formula doesn't easily generalize to more than ...
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0answers
43 views

Standard deviation of sampling distribution of mean

If we take a sample and calculate the mean, we can calculate the standard deviation for the sampling distribution of the mean using this formula: $\sigma / \sqrt{n}$ But, how many samples do we need ...
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4answers
71 views

How to plot algorithm runtime for huge input set?

Fo my bachelor thesis, I want to compare the runtime of two algorithms. The runtime is measured by letting these algorithms run for every value in a huge input set. This input set can be partitioned ...
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24 views

What is the limitation with using a pooled standard deviation in a dependant sample?

I am not very experienced in statistics, but want to perform a meta-analysis on a number of pre-post studies. The studies have relatively small sample size ranging from around 10-38 subjects. They are ...
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1answer
32 views

Is there a relationship between these two standard deviations

I just started thinking when you have time series data and was curious about the following question. Suppose you have the standard deviation of one observed result. Would the standard deviation of the ...
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37 views

repeated measures design of Analysis of variance (ANOVA) with mean not statistically significant and Standard deviation significant

The study area was sampled using a tessellation-based stratified sampling scheme. The area was divided into 50-m × 50-m squares, a point was randomly selected in each square. For each point, a ...
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9 views

Calculate mean and std dev from experiment - no formal params

I am a little lost on how to calculate mean and std dev from an experiment (simulation). I have run the simulation (10000 times) and it output a set of numbers (10000). Plotting a histogram, it gives ...
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11 views

Comparing two empirical distributions using mean and variance

I want to compare two classifiers (random variables). Each classifier is binary variable. I have evaluated the two classifiers on different set {S_1,S_2,..S_m} each with N samples, and calculated the ...
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1answer
36 views

Rebuilding a signal based on mean, std, length and more

For some given signals, I have these parameters: Mean Standard Deviation Skewness Kurtosis Length (number of samples) Now I would like to know if I can rebuild the signal (an estimation) based on ...
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0answers
24 views

Compare Standard Deviation

Currently I am working on my master thesis. I performed a research of the weather on sales. Different weather types are included in the model such as sunshine duration, duration of rainfall and level ...
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2answers
151 views
+50

meaning of different SD formulas for cross-validation result

I am using cross-validation to estimate the prediction error of my model. I am using a metric M to measure this prediction error. Using 10-fold CV, I obtain the value of the metric M for each fold. ...
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1answer
19 views

Unit of Mean and Standard Deviation

can a unit be associated with the mean and standard deviation values or these are "dimensionless" quantities? For instance, if I am computing distance, with unit being meters (m), and I have got the ...
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1answer
80 views

Proof: $T \sim \chi^2(N-1)$

I'm a maths student, this is my first statics class and I'm studying Confidence Intervals. When it's time to estimate the CI for the mean of $\{X_i\}_{i=1..N}$ - gaussian random variables i.i.d. with ...
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1answer
22 views

How to calculate standard error between means?

I would like to calculate what is $SE(\hat{x}-\hat{y})$ where $\hat{x}$ is the mean of the first sample and $\hat{y}$ is the mean of the second sample. I know the answer should come out as ...
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37 views

Relative Mean Deviation

The Mean Deviation, also referred to as Absolute Average Deviation, is sometimes preferred to the Standard Deviation (Cf. Gorard 2004). For a sample, it can be expressed as: $MD = \frac{1}{n} ...
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2answers
109 views

Ratio of standard deviation to mean

Let's say that we have a confidence interval like this: µ ± σ, where σ is the standard deviation and µ is the mean. I want to know if the ratio σ/µ has any interpretation? Does it mean anything if we ...
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52 views

Sort mean values with deviation

I'm trying to determine what physical attributes of a syllable are important in determining stress. So I have some recordings from different people saying a word, each person multiple times. And for ...
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1answer
21 views

Estimating the standard deviation of the constituent parts of a combined variable

I have a random variable $Z$. Each measurement in $Z$ is in reality the sum of two other random variables $X$ and $Y$. Both $X$ and $Y$ are independent random variables. They should have the same ...
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1answer
32 views

Rationale behind iterating standard deviation after removing outliers [duplicate]

I'll preface this by saying that I haven't taken a stats class yet, so talk to me like a five year old. If it matters, the data I'm working with are execution times for a program and I'm trying to ...
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1answer
37 views

Usage of Plus-minus sign

I have a question concerning statistical conventions. I want to report the classification rate of a 3-fold cross validated machine learning experiment. Of course I report the mean and some measure of ...
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2answers
277 views

Converting mean deviation to standard deviation

I am using a stock trading platform which only has a mean deviation function. I have to use standard deviation for some calculations and I want to know how we can convert mean deviation to standard ...
2
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1answer
37 views

Assessing deviation from the mean without Chebyshev's inequality

I have a set of experimental data which comprises distances between successive points: And a simulation which attempts to recapture the experimental data by choosing points at random and ...
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0answers
20 views

Multiple DVs - MANOVA or multiple ANOVAs?

My project has multiple continuous DVs and a single categorical IV. When I run ANOVA for each of my DVs the means and SDs are different to when I use MANOVA. Why is that? Which one is correct? Which ...
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2answers
78 views

Averaging averages and standard deviations

I am comparing exam scores for different subjects: physics, biology, english. I am looking at what proportion of the curriculum is spent on each subject. The number of students is fixed: the same for ...
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0answers
17 views

Evaluate normal distribution at point one standard deviation away

Assume I have given a one-dimensional normal distribution with some $\mu$ and $\sigma^2$. Now for a given $x$ I want to decide if it is not more than one $\sigma$ away from $\mu$. I thought it is ...
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53 views

Errors-in-variables multivariate polynomial regression (R)

(EDIT: the question has been modified just a little bit to be more specific) I want to fit a multivariate polynomial regression that accounts for measurement errors (an Error-in-Variables model). ...
3
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1answer
73 views

“normalizing” std dev?

First of all, I'm not a statistics person but came across this site and figured I'd ask a potentially dumb question: I'm looking at some P&L data where the line items are things such as Sales, ...
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0answers
13 views

x and y standard deviation estimates in linear regression power analysis

I want to run a power analysis on linear regression against the null that the slope is equal to zero. Specifically I am trying to estimate what sample size I will need to obtain a specific power level ...
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2answers
58 views

How to generate confidence bands for $\hat{Y}$

Suppose I run a linear regression model. I am interested in generating prediction intervals. The predicted values are easy to compute, but how can I compute the standard deviations for each of the ...