Tagged Questions

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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10 views

1 standard deviation from given statistics

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 deviation left and 1.45 standard deviation on the right side of ...
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9 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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10 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
54 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
41 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
511 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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7 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
23 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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13 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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0answers
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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0answers
30 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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8 views

Weighted mean that dealing with variance [closed]

I want to know how to calculate a weighted mean that take variance into account. For example, I have series of datasets with variables year and disease rate: ...
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1answer
52 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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0answers
10 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
24 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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2answers
80 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
180 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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21 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

Combining two estimates of variance

I have a sample of N stocks, and a sample period of length T. At each time $t$, I have the following information: For each stock i, I have an estimate of variance (of returns) ...
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0answers
11 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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187 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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22 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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0answers
31 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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6 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
59 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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10 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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25 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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28 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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0answers
19 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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1answer
222 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 ...
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28 views

nls standard deviation calculation

I have fitted a non linear assymptotic equation to a set of data and my interest is in getting the standard deviations of the fitted parameters. Is this possible in nls?
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18 views

how to create such Z-score chart

I have a Z-score chart but I don't know how to create a similar chart. How can I create such Z-score chart?
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71 views

Why is permutation test wrong with variance but correct with standard deviation?

I am trying to understand the limits of permutation testing. I wrote up a small permutation test example in R, and found that permutation testing seems to fail when using absolute difference in ...
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0answers
20 views

Compare 2 RMSE with different Standard Deviation

How can I compare RMSE of two models with different SD. for example I have two models 1) RMSE=3.5 , SD=6.58, and 2) RMSE=17 , SD=28, how can compare these models. thanks
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2answers
60 views

Is it possible to manually calculate standard deviation for a multiply-imputed survey variable based on the standard error (SE)?

I am analyzing a multiply-imputed complex sample survey data using Stata. For normally distributed numerical variables I want to report the mean and standard deviation. However, the Stata command for ...
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1answer
35 views

Cumulative standard deviation of variables with different distribution

Suppose we have a set of basketball players, each of which have 9 associated performance categories. Each of these categories has a different distribution. I want to find a good way to represent how ...
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3answers
43 views

Distribution of the average of a sample of standard deviations

I have a sample of standard deviations. How is its average distributed? The sample is not big so normality is hardly possible. A.B.
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0answers
28 views

Standard Deviation and Variance

Can someone help me with this question because I'm not sure of how to do it exactly: There are two routes for a worker to get to his office. Both the routes involve hold ups due to traffic ...
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72 views

Badidas and Nikit Shoes

Good day everyone, I am self studying statistics at home and in the office whenever i have time. I want to improve my reporting. So i just came across this website and decided to try if could ask a ...
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23 views

How do I use the data from a full sample to inform my estimates about a subgroup?

Consider a sample of size $N$ with various observed characteristics: for example, gender and blood pressure. For the overall sample we have the average $\mu$ and standard deviation $\sigma$ of blood ...
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1answer
126 views

Comparing Standard Deviations with Different Units

Given: the standard deviation is 15.5 cents per gallon in one set of quoted prices and a standard deviation of $5.5 per barrel in another set of quoted prices. There are 33.5 gallons in 1 barrel. ...
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1answer
54 views

Using Bootstrap to estimate confidence interval of the standard deviation

I am trying to compare two different methods of estimating confidence intervals: a parametric approach that uses the assumption that the sample is t-distributed (i.e. the formulas that are given here: ...
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27 views

Bell curve for a table

I have a table in MS-Excel which has cost, product, quartile and Person-days as attributes among others. I have to represent that data in a "nice looking" bell curve or something similar. I haven't ...
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0answers
20 views

Standard Deviation expressed in percentage

I did an estimation. I got the result, lets call it x. Then, I did the experiment. I got another result, y. I need to know what difference in percentage is between those 2 results? What is the error ...
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0answers
85 views

Estimating the uncertainty of a bias and a scatter

I have one single set of observational data. Assuming I know the right answer for one property of this data set and then I use one tool to measure this quantity. To get an estimate of the amount of ...
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2answers
77 views

Adding two (or more) means and calculating the new standard deviation

There are a load of discussions online about adding means and recalculating the standard deviation, but on none have I found answer to this question. I have two sub groups with mean $x_1$ and $x_2$, ...
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2answers
104 views

How can I work out the standard deviation of a t-distribution?

Given a t-distribution with a certain degrees of freedom, how can I work out what the standard deviation of that distribution is?