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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Showing standard deviation in bar graphs

I realize this question probably makes no sense, but I hope you can help me sort this mess in my head. So the reason I'm asking this is because I'm trying to put data of a study into charts. I'm ...
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16 views

Citable source for “Standard deviation of sample standard deviation”?

I wanted to ask if anyone knows a good book for citing, which handles the topic of "calculating / approximating the standard deviation for an estimated standard deviation from a finite sample". It is ...
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1answer
29 views

Statistical methods?

I have data from my experiment where two groups participated (monolinguals vs. bilinguals). There was a language switching as well as a task switching part to the experiment where the data tells how ...
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15 views

winsorization - reducing the effect of outliers

I have measured the response times each participant took to respond to 24 items, however, only times of the correct responses of each participant were considered, thus leaving me with distinct number ...
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2answers
53 views

Should I remove the outlier?

I want to run an ANOVA test. I am therefore testing for normality. I have tested each group and the residuals (group together)for normality. My data sample does not look approximately normal. However ...
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11 views

Pattern recognition through moments

Can the extent of mean reversion and trend in a given price dataset be explained by a combination higher moments (skewness/kurtosis) of returns? If yes, how do we combine these moments to come up with ...
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26 views

Calculating Standardized Response Mean

I was told that standardized response mean was calculated as "absolute mean change divided by the standard deviation of individuals’ change in score." But, other websites say "the difference between ...
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21 views

Difference in mean change between groups - which statistical test to use?

I have three groups for which I have baseline and final measurement values (and intermediate, but that doesn't really pertain to this question). I want to use a statistical test on the mean change ...
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19 views

Is linear regression appropriate for measuring convergence/stabilization?

Background I'm running a simulation that produces a number of outputs on every iteration. The simulation runs for a good half a million iterations, and my goal is to check if it stabilizes or I ...
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18 views

Applying delta method on Euclidean distance

In order to estimate confidence interval of a k-dimension Euclidean distance, I need to use delta method to estimate standard ...
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1answer
49 views

Do the mean and standard deviation of the sum of independent normal random variables $X$ and $Y$ equal $\mu_X+\mu_Y$ and $sd_X+sd_Y$?

I was following with Chapter 4 of famous 'Statistical Inference 2nd ed' textbook (Casella, Berger) and discovered that if X is a randomly normally distributed variable, and so is Y, and both of them ...
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2answers
22 views

Standard deviation of one sample as an estimate for another sample's st. dev [closed]

I have a set of data replicated three times and I have calculated the corresponding standard deviation. Is it correct if I use this standard deviation for another set of similar data? I know that it ...
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1answer
34 views

Comparing volatility among time series-GARCH Models

I have 10 time series on which I want to compare their volatility by using ARMA-GARCH models. I have estimated the ARMA-GARCH models by using eviews. According to my supervisor now, I should ...
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12 views

Can you sum the Standard Errors in mm across related studies?

So, I have read three papers: One is describing a scanning procedure of a liver. Current scanning techniques vary by a Standard Error of 0,7mm. A voxel might vary by this magnitude, indicating that a ...
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15 views

ANOVA with standard deviation as the dependant variable

I have some experimental data collected from 5 separate treatments. Each group comprises a set of independent time series measuring the property I am interested in. The sample sizing (i.e. number of ...
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0answers
17 views

Looking for a test for a very specific mean of means situation

There is a very similar post to this one, and I am more going off of what has already been asked, than asking a new question. See post: "Test for comparing "mean of means"" The answer ...
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1answer
20 views

Average of Average Quantities and Their Associated Error

consider the measurements: $x_1, x_2,x_3$. Each is the average value of some sample $x_{s1}$ of the physical quantity $x$ that is measured on a nodal point $i$. $x_1 = \frac{1}{N_1} \sum_{i=1}^{N_1}...
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20 views

weighted stdev or quantiles to show variation

I have data in the "dat" vector and I am looking to report the weighted mean and also some information on the variation of that mean. As a toy example you can see the data in the "value" vector and ...
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1answer
34 views

Figuring out which delta to use when calculating standard deviation

So I'm working on something for work where I'm trying to refine how we do our financial projections and one of the key components of that is determining monthly unit sales, specifically, what we're ...
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1answer
29 views

standard deviation in calculating confidence intervals

I asked a question earlier and realized the question I asked wasn't a good representation of what I meant to ask. (Why use the standard deviation of sample means for a specific sample?) Now that I'...
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1answer
25 views

Why use the standard deviation of sample means for a specific sample?

Working on notes in my Elementary Statistics course, I am trying to figure out why the standard deviation for a single sample used the standard deviation of the sample means. An example of what I am ...
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1answer
19 views

How to measure if data conforms to logarithmic curve

I am collecting data that should closely resembles a logarithmic curve. I have many datasets. How can I measure how closely each dataset resembles a logarithmic curve and call out any outlying ...
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1answer
41 views

probability distribution function and quantile function for normal distribution in R

I've studied statistics before but I've forgotten quite a lot, but decided to pick it up again along with learning how to use R. I need help with this question: (I've translated from my Swedish book ...
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18 views

Intuition for why $\left|\sigma_{XY}\right|\leq \sigma_X \sigma_Y$ (|covariance| $\leq$ product of standard deviations)?

The population correlation coefficient is defined as $$\rho=\frac{\sigma_{XY}}{\sigma_X \sigma_Y}.$$ I was looking for an intuitive explanation for why $\rho\in[-1,1]$. Or equivalently, why $$\left|...
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1answer
24 views

Standard deviation of sample mean - unknown equation answered

Does anyone recognize mathematically or statistically what this formula's purpose is. If it is not statistically useful what does dividing a value by a constant and taking a square root mean? For ...
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1answer
40 views

Can I run statistical tests on descriptive statistics like mean and standard deviation? (i.e. no raw data)

I'm trying to figure out which statistical test to run on my data, but it has been processed so that now I have gathered the mean and standard deviation values to be used instead of the raw data. I ...
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13 views

Uncertainty on the standard deviation of data set, when the data points are uncertain

I have a set of four data points (x,y), and I would like to describe the spread of the data about the mean in both the x-direction and in the y-direction. Each individual data point has an uncertainty ...
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2answers
50 views

Compute standard deviation of a normal distribution given a mean and a range or width?

This is sort of an odd question, I realize - but it has to do with random number generation. What I'd like to do is generate random numbers with a normal distribution; many functions (in Python) do ...
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1answer
45 views

Standard Deviation: interepretation

Apologies but this is a very basic, probably naive question from someone with little to no comprehension of statistical ideas. I need to interpret some results that use statements about the SD as a ...
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20 views

Pairwise comparison among variance

I would greatly appreciate any help on this! I'm doing a research where I need to compare variances (or standard deviation) of several samples (9 samples). I did some research and found the "Bartlett ...
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2answers
35 views

Can you derive Standard Deviations from a raw mean difference and p-value?

I have mean averages and a p-value, which I assume was of a t -test. This is the information provided to me: Treatment N =121 Control N=107 treatment mean = 356.700 treatment control= 357.560 ...
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21 views

What's the most accurate way to sum the standard deviation (or variance) and mean for two sets of data with different numbers of observations? [duplicate]

I was wondering what the correct way to do this is. So far I have a method of my own which I'm not sure is optimal. At the moment I am first calculating the new mean as a normalized weighted sum of ...
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13 views

Studying how parameters affect standard deviation of skewed data

I'm running a bunch of simulations that are modeling the first time a neuron fires when it receives stochastic input and has intrinsic noise. The program I wrote creates a dataset of a bunch of time ...
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3answers
31 views

Principal component analysis result

I'm trying to understand the result of PCA, thought you can help me to understand better. ...
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2answers
58 views

Is it possible to estimate the standard deviation of a normal distribution if I only have the mean of the population?

I'm not a math or statistics expert and only have a self-taught basic understanding of these things. I'm working on a problem where I know the mean of the population and I want to estimate the ...
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18 views

z-score normalisation - how to achieve this for score combination?

I have read that to perform a score fusion from two different classifiers on two different datasets then the score must be normalised. I understand I can use z-score normalisation / max-min ...
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1answer
74 views

How do I interpret Standard deviation or 95% CI to describe the population?

When reading scientific articles I see different approaches for summarising continuous variables in describing the study population. For instance, if I want to describe the mean age of study ...
3
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1answer
40 views

Relationship of the standard deviation of a distribution to a derived/calculated value of the distribution

I have a random variable $z$ for which I've calculated the sample mean $x = \frac{1}{n} \sum z_i$ and the sample standard deviation $s$. How can I calculate the standard deviation of $\frac{1,000,000}{...
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4answers
1k views

Is variance a more fundamental concept than standard deviation?

On this psychometrics website I read that [A]t a deep level variance is a more fundamental concept than the standard deviation. The site doesn't really explain further why variance is meant ...
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10 views

Creating a sample from multiple distributions and then finding deviation. What is the term?

I have 1000 gamma distributions, each with a different mean but constant ratio :$$\frac{mean}{s.d.}$$ also known as coefficient of variation. I extract one sample from each. Then I calculate : $$\...
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18 views

Comparing neuron “jitter” values across trials

I'm asking this question on the statistics forum because I'm wondering a bit about drawing appropriate conclusions supported by statistics from skewed data (if it belongs on another area of stack ...
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1answer
66 views

How does one go about determining the standard deviation of an entire sample data set?

I have frequently been faced with analyzing csv files that are limited in length to approximately 32,000 records in length (overflows at 32,768, from signed integer limits on a 16 bit wide data bus). ...
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23 views

how to average standard deviations of independent groups

I have means and standard deviations on a given variable, $X$, for six independent samples of unequal sample sizes: Group 1: $SD = 0.96 , n = 290$ Group 2: $SD = 1.082, n = 250$ Group 3: $SD = 0.70, ...
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7 views

Formula to convert test-retest reliability into SD of difference

Wanting to work out the statistical power of a repeated-measures t.test. This requires an estimate of the SD of differences within pairs (the correlation between measures for a given person is what ...
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20 views

Classification of real values

I have values of attribute between 0 and 1 which i want to predict. The distribution of values is shown in fig. I want to predict this attribute. The problem is there are around 15 classes in this ...
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1answer
29 views

Inference about two samples

I have two different large samples, one is normally distributed (0,1) and the other one follows a t-distribution (df = 4). Can I compare whether the means or the st. deviations of both samples are the ...
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1answer
16 views

Loss function/error measurement for allocation problem

I'm working on a prediction rule for an allocation problem. So, it's data like this: ...
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1answer
38 views

Calculating Standard Deviation of the Volume of a Cube

Let's say I have a machine that makes cubes. My goal is to determine the average and standard deviation the volume of a cube. I have N length, width and height measurements. I do not believe these ...
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29 views

Negative Standard Deviation

I am implementing the LinUCB-Hybrid model algorithm. In this algorithm the Upper Confidence Bound(UCB) of a particular prediction is calculated as below. $$ s_{t,a} <= z_{t,a}^\top A_0^{-1}z_{t,a}...
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8 views

One sample t-test with variance not assumed to represent the population?

Let's say you had a hypothetical study where you believe the sample standard deviation might be different from the population standard deviation. With a Welch's t-Test, you could work around this if ...