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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28 views

Splitting the Standard Deviation into groups

I have a set of data for which I have calculated the mean and its standard deviation. Based on the standard deviation, I'd like to group that data as one of the three : High standard deviation, ...
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21 views

What is the commonly used mehtod for measuring variance of accuracy mean using k-fold cross validation?

I know there are planty of questions about standard deviation, though I didn't find an answer tuned to my particular need and also I could really use your help! I'm performing 18-Fold Cross ...
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43 views

Distribution ratio of $\bar{y}$ and $S_x$ when $X$ and $Y$ are correlated normally distributed

If we have two correlated $X\sim N(\mu_2,\sigma^2_2)$ and $Y\sim N(\mu_1,\sigma^2_1)$ with correlation $\rho$, then $\bar{y}$ has $N(\mu_1,\frac{\sigma^2_1}n)$ and $S_x$ follows ...
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10 views

Combining Standard Deviation (combined measurement uncertainty)

Im trying to figure out the combined SD of two set of data. I am working with Mass data and % iron. Each set has its on SD and i want to determine the Mass of the iron +- ?. Example: Mass = 50 ± X ...
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1answer
35 views

Mean vs. Standard deviation for data ranging between 0 and 1

If e.g. 100 people can rate a subject between 0 and 1 than the dispersion (e.g. standard deviation) among the 100 raters is potentially largest for a mean of 0.5 (50 people rate 0, 50 people rate 1) ...
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1answer
14 views

percentiles of deviation

Disclaimer - I am an amateur and self taught in stats so I apologize if the answer is painstakingly obvious. From what I've read, the average can sometimes hide data regarding extreme values and that ...
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24 views

How to calculate probability of bankruptcy for $E>0$ and given $\sigma$?

I will demonstrate the problem with the simple example. Suppose I want to start a casino. The probability theory tells me that the expected value for my games is greater than zero ($E>0$), and ...
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4answers
90 views

Standard deviation vs standard error of the mean for intervals

I couldn't find a question like this anywhere on Cross Validated. Also I struggled to write the title for this question. Imagine I have a satellite picture of a straight road, and I expect that the ...
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1answer
17 views

SPSS computing pairwise comparisons after repeated measures ANCOVA, standard deviation question

I am reporting standard deviations for pairwise comparisons of adjusted marginal means. SPSS gives me the standard error that I can convert, but I am unsure if SPSS uses the equivalent of N or N-1 to ...
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1answer
23 views

Finding an accurate average with the least number of samples

For the process I am testing, if I run 1000 trials I get an average score of 84.2 with a standard deviation of 11.35. So my question is, is it possible to run this less than 1000 times and still get ...
2
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1answer
18 views

Need calculate and update iteratively Standard deviation

I have a list of Double Values(List of distances form a fixed central point), and I repeatedly chuck out some values(based on simple rule of largest value) and see the change in SD. I would like to ...
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1answer
26 views

Standard deviation visualization for different time series

I want to visualize the following data in the more concise way possible (only 1 figure of possible!) I have the following averaged and std (grey shaded) profiles, which come from 20 different ...
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1answer
57 views

Standard Deviation vs. Standard Error of the mean [closed]

In a medical drug test, which one is reasonable to report along with mean to summarize the variance? SD or SEM?
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1answer
33 views

Standardizing sample factor scores: population or standard deviation

Please note: This question pertains to Q Methodology, a research method used to study people's subjectivity. Q embodies ontological and epistemological assumptions that sometimes differ markedly from ...
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3answers
81 views

Standard error of a population

I measure the weight of 100 people and pick 20 lots of 5 people from these 100. Therefore n = 5, repeated 20 times. The 100 people represent the population and groups of 5 people represent samples ...
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2answers
27 views

How should I determine an average from a set of averages

I have a set of lines. I measure their length each 5 times, and then take the mean of their lengths (as I measure them). I also take the standard deviation. I want to know the 'average' line length. ...
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1answer
52 views

Standard Deviation of small population (less than 30)

Do we calculate the Standard Deviation of a population the same no matter how small (say less than 30) population size gets? Does distribution type play any roles in this? Thank you in advance
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2answers
13 views

Methods for compiler benchmarking?

In computer science, statistical knowledge is quite low in general. You rarely see standard deviation in papers. Now I am trying to improve at least my skills, but I find myself utterly confused about ...
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2answers
76 views

Why is the standard deviation defined using differences^2 instead of differences^4? [duplicate]

I've read some post about why to take the std. deviation and its benefits, here's one of them: Why square the difference instead of taking the absolute value in standard deviation?, and another by ...
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1answer
38 views

standard deviation VS variance

Problem statment: What is the different between standard deviation and variance? What context should it be used for both of them?
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0answers
35 views

Confidence intervals for sample mean when estimated standard deviation is 0

I ran a Monte Carlo simulation to determine a confidence interval for the population mean based on N trials. The underlying distribution of results is not normal (the values are discrete -- 0, .5 or ...
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0answers
11 views

Question about relative percent error with widely varying expected values

I'm looking at a large collection of values. These values follow an exponential distribution. I have their probabilities and a pre-made Excel spreadsheet that will auto calculate expected values from ...
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1answer
42 views

Question about probability of 0.99 that an average lies less than L years above overall mean

The duration of Alzheimer’s disease, from the onset of symptoms until death, ranges from 3 to 20 years, with a mean of 8 years and a standard deviation of 4 years. The administrator of a large medical ...
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24 views

Usage of standard deviation in random forests regression (for expected improvement)

It seems to me that the awareness of this problem is not high enough. Often the standard deviation (so the sd from each prediction of each tree in the forest) from the random forest regression is ...
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32 views

Standard error/deviation of the coefficients in OLS

In OLS, the variance of the regression coefficients are computed as $$ \mathrm{Var}(\hat{\beta}) = \sigma^2(\mathbf{X}^\mathrm{T}\mathbf{X})^{-1}. $$ Now, if I need to compute the standard ...
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1answer
23 views

Meaning of confidence interval refered to standard deviation

I was reading a proteomic paper few days ago and I got confused on one aspect. In the paper is written: "The global mean and S.D. of protein ratios (47-1/D3) were calculated for each replicate. The ...
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26 views

Transformation of means and sd in meta-analysis

I am doing a meta-analysis based on the means and standard deviations collected from many other studies. The distribution of the data indicated that I need to transform the data. However, the authors ...
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1answer
24 views

Standard Deviation in Transformation vs annualizing monthly returns?

I'm very confused about this difference, and I wanted to know the reason behind it (If this is very rudimentary, I'm sorry but I can't seem to wrap my head around it). If you were to transform a data ...
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12 views

Standard deviation of squared sample correlation coefficient

Suppose I have two vectors of samples from Bernoulli random variables and I would like to compute (at least approximately) the standard deviation of the estimated Squared Pearson correlation ...
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0answers
28 views

How do I correctly calculate the average and standard deviation of three samples with varying number of data points?

An example: I have three data sets, measured in triplicate: 1, 4, 3, 2, 4, 3 4, 5, 3, 6 6, 4, 3, 5, 7 I want to take the average and standard deviation of the ...
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1answer
61 views

Standard Deviation: Actual values vs Actual Values as a percentage of a total

I think this is an easy one but I'm unfortunately a bit stumped. In short, why are standard deviations of actual values different than the standard deviations of those values expressed as a ...
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1answer
86 views

Calculating mean and variance of normal distribution restricted to interval

If one set a lower and an upper limit on the normal density, is it statistically valid to calculate the mean and Standard deviation of that normal variate. If yes, how can we do that in R? In a more ...
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47 views

LMM: How do I calculate a standard deviation on the variance explained by fixed effects?

So, building a LMM with the lmer function in lme4, you get the variance explained by the variance component. ...
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27 views

Comparing the Magnitude of the Difference in Variances Between Groups to Identify Selection Bias

I'm comparing two populations--private and public sector accounting firms in the state of Rhode Island--for differences in the distribution of quality/ability of the accountants who work at those ...
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38 views

Standard Deviation

For the genetics of a given plant, the probability of any seed it produces being brown is 3/4. The plant produces 80 seeds. Let $X$ be the random variable that counts the number of brown seeds. ...
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21 views

In the standard deviation formula, why do you divide by n before taking the square root? [duplicate]

My understanding is that you take the square and then the square root so that positive and negative distances from the mean don't cancel each other out. But if that's the case, why don't you ...
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3answers
141 views

Covariance greater than Variance?

It is straightforward to verify that for two random variables $X$ and $Y$ with variances $\sigma^2_X \neq \sigma^2_Y$, we have that $$\Big|{\rm Cov}(X, Y)\Big| \leq \max\{\sigma^2_X,\, \sigma^2_Y\}$$ ...
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1answer
36 views

Find new mean from Normal probability

I have a problem as follows. Life of tyres normally distributed for a specific make. mean=24,000 km and sd= 2500 km. Question is: As a result of improvements in manufacture, the length of life is ...
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54 views

High variability in data set, how to normalize? [closed]

For my research I'm doing FACS analysis on neutrophils isolated from venous blood. The blood is taken from different individuals each day so there is high variation in the results, resulting in a high ...
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1answer
59 views

Can covariance be derived from means and variances?

In treatment studies it is common to report multiple outcome measures from the same subjects. The treatment effects on these outcomes are typically correlated so this should be taken into account ...
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11 views

Coefficient of variation to identify unique groups across datasets

I have a dataset containing a number of normal and diseased samples, with log2 expression values for ~12k genes . both normal and diseased samples come from different patients and/or diseases and I ...
2
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1answer
45 views

Combining Standard Deviation

im trying to figure out how to combine two Standard deviations of two data sets. Iam calculating the mass. I have density and volume data each with there own SD. So Mass = Volume X density Example ...
2
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1answer
48 views

How to calculate the Standard Deviation of a set of Percentages

I would like to know how to calculate the standard deviation (SD) of a set of percentages. Let me explain better. Some students performed a test and I counted the number of right answers for each ...
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0answers
80 views

Bootstrapping with standard deviation, mean and autocorrelation

I found in the matlab examples a way to use mean and sd for bootstrapping: ...
4
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2answers
82 views

Is it possible to use SD instead of entropy?

While discussing about decision trees in class, my teacher touched upon the topic of entropy. I have understood the purpose of entropy (have not understood how the formula $H(X)= -\sum_{i}{p(x_i) \log ...
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1answer
128 views

Why is variance (instead of standard deviation) the default measure of information content in principal components?

The information content of principal components is almost always expressed as a variance (e.g., in scree plots or in statements like "the first three PCs contain 95% of the total data variance"). The ...
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1answer
39 views

Finding for constant in a standard deviation problem

Let $X_1, \ldots, X_n$ be sample observations. Show that for any constant $c$, $$ (n-1)s^2\le\sum(X_i-c)^2 $$ where $s$ is the standard deviation of the observations. My professor gave this ...
4
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1answer
96 views

What is the simple standard error for MCMC?

Simply put: suppose that we have observed $X=\left\{ X_{1},\ldots,X_{n}\right\}$. We then need to calculate some statistic $T$ using MCMC, using $M$ loops (By "loops" I mean the number of times the ...
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2answers
142 views

Are there any other distributions whose shapes can be determined by just the mean and the standard deviation?

For the normal distribution, With the mean, and the standard deviation, we know the shape of the specific normal distribution - that is, the center of it and how spread out it is. I wonder if there ...
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22 views

Calculating overall variability over multiple datasets

I am trying to determine a way to measure the consistency of transit hours performed by transportation providers over their entire portfolio of shipping routes. For example, if a company has 3 ...