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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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
41 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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8 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
32 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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19 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
25 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
43 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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0answers
15 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
67 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
39 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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0answers
9 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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0answers
17 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 ...
3
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1answer
52 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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0answers
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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0answers
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
15 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
31 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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0answers
22 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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0answers
7 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 ...
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0answers
11 views

Percentile rank for list of event freqencies.

I have a global list of event frequencies and then another list of local event frequencies for another population of the same type. The objective is to compare the local frequencies with the global ...
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0answers
13 views

Error on the square root of a ratio of values

When I have two variables A and B for which the standard deviations are $\sigma_{A}$ and $\sigma_{B}$ respectively. I know ...
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1answer
15 views

Suggestions for simple model of who wins the league in a game of fantasy football

In a game of fantasy football players score points each week depending on the team they have selected, and at the end of a season the player with the most points wins. There are $W = 38$ weeks, and a ...
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17 views

panel data mean and standard deviation

I have panel data of the form $r_{it}$ i.e. I have repeated observations of the random variable $r$ varying over individuals (i) and over time (t). Let's assume I compute the grand mean and sd of ...
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1answer
9 views

Variance of estimated sample mean

On Page 65 of the book - Introduction to Statistical Learning (https://web.stanford.edu/~hastie/local.ftp/Springer/ISLR_print1.pdf#page=80), I got a little confused on the Standard Error formula of $\...
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23 views

Variance of subsample?

Total sample = subsample 1 + subsample 2 I have the mean and variance of total sample and subsample 1. I have n for total, subsample 1 and subsample 2. I can calculate the mean of subsample 2 ...
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0answers
25 views

Applying finite-population correction to the variance-covariance matrix of regression estimates

How would one modify the FPC to apply it to a regression coefficients covariance matrix rather than the $\hat{\sigma}$ vector? The conventional FPC is used a scalar on the vector of regression ...
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2answers
39 views

Estimating classifier performance using cross validation, average accuracy and standard deviation and

I want to estimate a classifier accuracy on benchmark data. Data is not split into training and testing so I use 5-fold cross validation, using 80% of data as training and testing on 20%. Each test is ...
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0answers
74 views

cross validating time series model

I'm evaluating a model predicting clickrate. I have series of clicks and impressions. At the moment I'm evaluating a particular feature X. It's a categorical ...
3
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0answers
23 views

Why is the standard deviation the error on the singular measurement?

I'm a beginner with the study in data analysis in Physics. I'm trying to understand the meaning, in the field of experimental Physics, of the standard deviation $\sigma$ of a series of data. There ...
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13 views

Combine multiple means and upper/lower standard deviation values

I need to combine the means and upper/lower 1 sigma values for three different estimates of the same parameter. For example, a given set of means (m) and upper/...
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0answers
6 views

What statistical test can I use to compare the fluctuation of a feature over different datasets?

I have a recording of an instrument that can be divided into N sections (scale, single notes, music excerpt and so on). For each section, I divide the signal into short frames and I extract a value ...
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1answer
62 views

Hypothesis testing with no sample or standard deviation, is this is a trick question?

The question I was asked is as follows: A website received 6802 page views last week. Does this provide evidence at a 1% significance level against the claim that the website receives on average 1000 ...
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3answers
143 views

Difference is summary statistics: Gini coefficient and standard deviation

There are several summary statistics. When you want to describe the spread of a distribution you can use for example the standard deviation or Gini coefficient. I know that the standard deviation is ...
3
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1answer
56 views

Negative variance result when calculating standard deviation

Please note, I am still in secondary school so please keep your answers simple. A question on my homework states to calculate the standard deviation from a given frequency table with several class ...
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0answers
35 views

Volatility of investment (/w currency hedging)

I´ve been trying to compute volatility of investment with currency hedging, and I have a question. Let's take this example. We have our money in a fond copying the S&P500 index, which has 16% ...
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0answers
44 views

How to calculate Mean and Standard deviation in Lognormal distribution where only P90 and P10 are known

I have P90 and P10 of a lognormal distribution. P90=142.56 and P10=3415; I need to estimate the mean and standard deviation of this lognormal distribution. I have done the following steps and then ...
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0answers
13 views

How to calculate the weighted standard deviation [duplicate]

I have found many equations which claim to be for weighted standard deviation, yet all of these differ very slightly, and I am confused as to which is the correct one. I have some data in Excel, and ...
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2answers
178 views

The average of mean and standard deviation

I have the mean and standard deviation for body temperature ( in a group of people n=10 ), which measured using a thermometer in the left axilla, then in the right axilla ...
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0answers
11 views

Find standard deviation of all points if i have 2 samples mean and stdev [duplicate]

I'm not a statistician and I need your help... ;-) I have two samples: SAMPLE1, mean1= 12.74, stdev1= 0.106 SAMPLE2, mean2= 12.89, stdev2= 0.113 SAMPLE1 is composed by 2 values n1= 12.66 and n2= 12....
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2answers
62 views

How to transform standard deviations from standard deviations

so I am doing a meta-analysis & have access to height and weight data (with SDs) and am trying to transform this into BMI. This is rather straight forward for the means, but I am not sure how to ...
3
votes
1answer
93 views

Does the IQR or standard deviation change when scaling or shifting non-normal data?

I'm aware that scaling or shifting data that is normal or almost perfectly normal will not significantly change the standard deviation. Through practice I've that this is not the case with non-normal ...
4
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4answers
96 views

Odds of a number appearing only one time in 500 spins on roulette

I recently observed a roulette wheel where one number appeared only once in five hundred spins. This is an American roulette wheel with 0 and 00, so the odds of any number hitting should be 1/38. I ...
0
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0answers
12 views

Computing SD for function of two RV's in R gives wrong results [duplicate]

I have 2 random variables, all independant, discrete and uniform I want to compute standard deviation for Z = X - Y Here is the R code: ...
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1answer
31 views

Learning Statistics [closed]

I am new to statistics and I am trying to get my head around 'why' some of these are calculated the way they are and what they mean, or were they just made a preference that stuck? - the statistics ...
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1answer
49 views

Pool data from two different points of time with different attendants

I have two samples (each nurses) one from 2008 and the other drawn 2013. Both got the same questionaire to fill out. Now I would like to pool the data but do not know if I just can do it. My idea was ...
0
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1answer
33 views

If two stats have same stdev but different distribution will their variance be the same?

So if two distributions are, say, normally distributed and have the same standard deviation, they should have the same variance, right? How about if they aren't both normally distributed?