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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How to calculate standard deviations/z-score given a confidence level

So, I'm a total statistics neophyte, and need to calculate the number of standard deviations/z-score based on a confidence level, in javascript. I have a table which provides some data: ...
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33 views

Find the radius of a cluster, given that its center is the average of the centers of two other clusters

I do not know if it is possible to find it, but I am using Kmeans clustering, and I am stuck to the following. In my implementation, I create with two different threads the following clusters: ...
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1answer
22 views

Using sample standard deviation to estimate the standard error

In single-sample hypothesis testing, we can collect a sample and test whether the mean of this sample might have been drawn from the same population as some hypothesised mean. We use the standard ...
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1answer
13 views

Standard Deviation on a 1-4 scale

In a feedback survey I am analyzing, questions were asked on a 1-4 scale, with 1 being the lowest score and 4 the highest. The survey had a population of 10 people. For one question the mean came out ...
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29 views

The mean and standard deviation of an Kernel Density Estimation

[I have crossed posted this from StackOverflow. Not sure if this is allowed, but maybe there is a Python answer, or maybe there is a good stats answer] I have fitted a ...
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1answer
66 views

Sampling distribution, mean, standard deviation of finite discrete uniform population

Given positive integers $a$ and $b$ ($b \leq a$), where $c$ is the set of all combinations of $a$ digit binary numbers, with $b$ 1's, and where $c_1$ is least significant bit, and $c_a$ is most ...
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22 views

meta-analysis, effect sizes for standard deviations

Is there any possibility to calculate effect sizes for the differences of standard deviations of two groups? (Is there any possibility to calculate the difference in the standard deviation between two ...
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7answers
235 views

How to judge if 5 point Likert scale data are normally distributed?

I have read that the t-test is used when the population is normally distributed. How can I determine if my data are normal given that I am using 5-point Likert scale with a sample size of 100? What ...
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1answer
60 views

Empirical Rule. Is it applicable/usable in this case?

So I ran in this problem: I have to test whether Empirical Rule is applicable. Proportions I got is 73%, 94,7% and 99.1% (within one, two and three standard deviations). I'm worried about 73%. This is ...
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1answer
28 views

Why is GARCH better?

I estimated Value at Risk of a portfolio using 10 years of daily data. The values of VaR I got by three methods is: ...
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16 views

Compare the deviation. What value would you recommend to use?

I was asked to build a chart that helps to analyze our system performance. Our system continuously executes many different tests on and on. A lot of tests have different units. I was asked to build a ...
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22 views

How to calculate the standard deviation of a 'deviation from a moving average'?

This question was previously asked on the Quantitative Finance site (http://quant.stackexchange.com/questions/15649/how-to-calculate-the-standard-deviation-of-a-deviation-from-a-moving-average), but I ...
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47 views

Square root of number of counts vs standard deviation of the mean?

I'm doing an experiment in radioactivity, where I measure the number of counts in a given time interval when a radioactive source is placed in front of a detector at a fixed distance. I repeat 3 times ...
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1answer
78 views

How to derive quantiles of a non-standard normal distribution [duplicate]

Let X = [11.17, 9.52, 10.69, 9.84, 10.84, 9.88, 10.28, 12.23, 8.49, 10.79] be a normally distributed data with mean = 10.37 and standard deviation = 1.02. How to determine the corresponding value to ...
2
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1answer
20 views

estimating the population standard deviation from the sample standard deviation

Is there a way to estimating the population standard deviation, $\sigma$, from the sample standard deviation, $s$, if the size of the finite population is $N$ and the size of the sample is $n$? Is ...
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0answers
46 views

How to name the concept of the mean shift divided by the standard deviation

In the context of a paper dealing with Statistical Quality Control, I am defining and using the concept of the mean shift divided by the standard deviation of a (normally distributed one-dimensional) ...
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13 views

Choosing between two parameters based on the mean and the standard deviation of the error

I am trying to interpolate data under the assumption that I have the true data. The interpolated data is dependent on a parameter which I am trying to estimate. For each possible value of this ...
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19 views

What is the confidence interval for model that is supposed to have mean of 'zero'?

I'm trying to analyze some dataset. I have a model. This model predicts some values. There are real values also known. I calculated the differences between the predicted and real outputs. Ideally, the ...
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1answer
196 views

Area within a given number of standard deviations from given mean

I have a variable with mean value of 18.85 and standard deviation of 1.45. I want to define the area that is covered by 1.45 standard deviations left and 1.45 standard deviations on the right side ...
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0answers
15 views

Optimal length of observation window

I have a sample of N stocks, with time-series of daily returns. For each stock, I would like to compute the sample univariate variance of returns, using a rolling window. These variance will be used ...
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0answers
12 views

Normalisation formula applicable to one or more data items

I've created a recurrent neural network, to which normalised values are passed as inputs. The normalization formula is: $$\tilde{x_{i}} = \frac{1}{1+exp(-\frac{x_i-\bar{x}}{\sigma})},$$ where ...
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1answer
71 views

What is the probability that a girl is taller than a boy, with boys ~N(68, 4.5) and girls ~N(62, 3.2)?

"Given that boys' heights are distributed normally $\mathcal{N}(68$ inches, $4.5$ inches$)$ and girls are distributed $\mathcal{N}(62$ inches, $3.2$ inches$)$, what is the probability that a girl ...
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1answer
42 views

Intuition for what happens to the standard deviation after plugging a normal variable into a function

Let's say I have a normal variable $X$. I feed $X$ into some function, which applies varies mathematical operations to it - for instance, addition, subtraction, multiplication, division, $x^r$, $e^x$, ...
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3answers
594 views

Can mean plus one standard deviation exceed maximum value?

I have mean 74.10 and standard deviation 33.44 for a sample that has minimum 0 and maximum 94.33. My professor asks me how can mean plus one standard deviation exceed the maximum. I showed her ...
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8 views

Weighted Standard Deviation [duplicate]

I got a problem calculating a weighted standard deviation for a municipality and its precipitation on various landcover types (LC). I got the mean values of precipitation for several days for each ...
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1answer
28 views

z-score and Normal Distribution

I have what is probably a pretty stupid question but for whatever reason I have not been able to find an answer so here goes.... It's my understanding that a z-score can only be calculated and ...
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15 views

Standard deviaiton for mean of an already averaged data

I was wondering how to set the standard deviations for average of an already averaged data! The following example shows 2 countries, each with 3 districts. From each district samples (n) were ...
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27 views

does multiple regression sound right?

we provided a hot/cold description to students of a Male/Female substitute professor and asked them to rate them on a likert scale (1-7). With this data, I would like to see if there is a relationship ...
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22 views

How to find normal quantiles?

A social psychologist interested in eating behavior wanted to divide students into four groups based on their eating proclivities. The four groups were those who were restrained eaters, moderately ...
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35 views

Using STDEV and RANGE to subset data to desirable subjects

I am running several subjects through a mixed model regression and have encountered problems in which several of the subjects have an undesirable distribution for the specific study I am performing. ...
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1answer
67 views

Why is the standard deviation of the sample mean less than the population SD?

The sample means do not vary as much as the individual values in the population. That the sample means are less variable than the individual values in the population follows directly from the fact ...
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12 views

Is this estimator for the standard error of a sample mean difference biased and what is the relation to Student's t-test?

In the situation of two indepdent samples, the variance of the difference in sample means $\bar{x}_1$ and $\bar{x}_2$ is $$Var(\bar{x}_d)=\frac{\sigma_1^2}{n_1}+\frac{\sigma_2^2}{n_2}=\sigma_d^2$$ and ...
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1answer
39 views

How to compute the standard deviation of residuals from a regression line or curve?

After fitting a line or curve, it is easy to compute each residual as the difference between the actual Y value and the Y value predicted by the model fit by regression. For standard regression, the ...
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90 views

Confirmation of normality using residuals from an linear regression

95% of my residuals from an linear regression lie within 2 standard deviations of the predicted values. Is this enough to confirm normality or could any other distributions have 95% of residuals that ...
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1answer
192 views

Why doesn't the standard deviation represent a normal distribution?

Why doesn't the standard deviation of a sufficiently large sample represent a normal distribution that we can make inferences from? Let me list my thought process, so hopefully someone can highlight ...
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1answer
51 views

Better than Mad, Derive $Q_n$

Could someone be so kind as to walk me through how to do this equation on a dataset? on pg 5 (marked as 1277) equation 3.3 of this paper. $$Q_n = c|x_i-x_j|_{(k)},\;\;1\leq i<j\leq ...
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24 views

Multiple Comparison of Standard Deviations

I have a question about comparing multiple standard deviations: To start with, let's say I have calculated two standard deviations (s1, s2) from a series of random samples. If I want to determine ...
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12 views

statistically analyse pass rate of test in different locations

I'm looking to analyse some data and as it's been a long time since my statistics days I'd like to know which area of statistics my problem lies. Lets say I have a number of different driving ...
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4answers
206 views

Is there a measure of 'evenness' of spread?

I looked up on the web, but couldn't find anything helpful. I'm basically looking for a way to measure how 'evenly' a value is distributed. As in, an 'evenly' distributed distribution like X: and ...
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24 views

What kind of process is this?

For a k-steps stochastic process, assuming that it takes tk mins from the first step to reach the kth step. If we statistic the mean of cost time (tij) from ith step to jth step and the cost time ...
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11 views

Standard deviation of number of terms in a sum

If some random variables are drawn from a normal distribution N(m, s) with m > 0 until the sum of the draws exceeds some ...
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39 views

If the sample standard deviation and standard error are biased estimators, why are they still so useful?

The sample standard deviation and standard error of the mean are biased estimators for their corresponding population population parameters. As explained here for the sample standard deviation this is ...
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7 views

Calculate standard deviation bitween 2 group of numbers

i'm trying to figure the right way to do this. senario : i have 2 groups of number that represent seconds(if it's matter). Group 1 : 1 , 2 , 3 , 4 ground 2: 1.1 , 2.3 , 3.1 , 4,1 i need to know what ...
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3answers
71 views

Calculate standard deviation given tabled number of occurrences

I am going back through my old homework assignments to study for an upcoming Statistics test and one of the questions gives a table with number of children and number of women who have that number of ...
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12 views

How do I determine sample size to validate a requirement when I have a lot of margin?

I apologize if a similar question has been asked, but my search has yielded no results. I am having some trouble nailing down the correct methodology to use to design an experiment I am working on. ...
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26 views

Calculate Sample Size with VERY small standard deviation

I am facing a problem trying to estimate sample size for an A/B website test I am currently running trying to investigate difference in revenue per click per day (RPVD). Unfortunately, this metric ...
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31 views

When comparing variability between unequal samples, is there a way to correct for sample size?

I am trying to compare test measurements taken at three time points in a training paradigm. The data for each test consists of a number of durations in ms. The variable I'm interested in is the ...
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20 views

Cannot intuitively grasp “Standard normal deviate”

I cannot intuitively grasp the meaning of "Standard normal deviates". I think It would help if you provided me with either/all of the following: (i) real life examples of their application, (ii) an ...
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232 views

Can we use leave one out mean and standard deviation to reveal the outliers?

Suppose I have normally distributed data. For each element of the data I want to check how many SDs it is away from the mean. There might be an outlier in the data (likely only one, but might be also ...