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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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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13 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
28 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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19 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 ...
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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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10 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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11 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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64 views

Overestimated MCMC standard deviation (SD)

I did a simulation study with 100 replications for a complex model with rstan, and I found the standard deviation (SD) of posterior samples is larger than the true ...
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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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13 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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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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16 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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23 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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30 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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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 ...
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0answers
22 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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9 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 ...
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5 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
133 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 ...
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47 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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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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24 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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38 views

How do I calculate for mean and stadard deviation when given only %

The weight of a newly born baby at a particular hospital is normally distributed with mean μ and standard deviation σ. 5% of the babies weighed more than 5.1kg and 10% of the babies weighted more ...
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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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169 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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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= ...
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58 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 ...
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75 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 ...
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92 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 ...
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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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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
40 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 ...
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32 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?
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Standard deviation vs Stardard error of sample mean

I am currently attempting to analyze some data, and it has been a few years since I have taken a statistics course, so I am a bit rusty at this stuff. I have a times series of 12 different sample ...
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20 views

Standard deviation in principal component space

I am running a large number of simulations in which I have a 3D parameter space, and for each set of parameters (point in the 3D space) I run 100 simulations. I then use 14 measures to quantify the ...
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Standard deviation in PPA

In Point Pattern Analysis I created a Standard deviation with a single degree (not sure what is the unit but $1\alpha$). Is there any use for counting the points within the area created? what does it ...
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12 views

Hypothesis testing for standard deviation, confused by sample standard deviation

I have a problem that strikes me as a bit weird and is causing me some confusion. A company claims that a certain standard deviation is less than 0.10. A sample of size 20 yields a sample standard ...
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40 views

Derivative and its variance, of random/probabilistic data

I have a sensor that outputs the value and variance of data. The coordinate system is almost 2D polar, except it's not: (magnitude, angle), but it's: (distance along optical center, angle from optical ...
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15 views

k.means relation between sum squared error and variance

I work with k-means algorithm and I don't understand the relation between sum squared error and variance. Is there a relation between these values?. I work with k=1. And the values are Sum squared ...
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26 views

Probability of Non-exceedance modelled by Normal Distribution Question

The complete question is: A number of pre-cast beams are to be laid side-by-side to form a bridge deck which will later receive an in-situ topping. The beams are nominally 300mm wide, but in practice ...
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2answers
103 views

Error bars, linear regression and “standard deviation” for point

I have a set of experimental data points. I performed the measurements in triplicate, for each of the point of the data set. Therefore, I can draw each data point with the standard deviation of each ...
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26 views

Plain words (non-mathematical) explanation of the difference between Confidence Intervals, Standard Error of the Mean, and Standard Deviation? [duplicate]

As the question states, I'm interested in the difference between CIs, SEM, and SD, explained in plain words (so as to be able to communicate it to people without maths/stats background). My current ...
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27 views

How to report standard deviation while averaging a dataset multiple times?

This question appears simple but it may not be. I have a year long, 1 degree, daily, 3-d global climate data set (temperature) representing different latitude, longitude, and days. That means the data ...
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1answer
106 views

What is implied by standard deviation being much larger than the mean?

What does it imply for standard deviation being more than twice the mean? Our data is timing data from event durations and so strictly positive. (Sometimes very small negatives show up due to clock ...
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20 views

Forecasting intervals linear extrapolation with time as independent variable

I want to do a forecast with linear extrapolation, and I want to make prediction intervals with it. I see a lot of prediction interval explanations, but I don't see how to use this for my kind of ...
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30 views

Four standard deviation rules in relation to normality testing

Within our department we were given a set of guidelines for how we might decide whether to proceed with parametric or non-parametric testing (for continuous data). These were drawn up in consultation ...
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3answers
67 views

Why is standard deviation defined as sqrt(var(x)) and not as abs(X-u)? [duplicate]

Why is standard deviation usually defined as sqrt(var(x)) and not simply as abs(X-u) while the latter is simpler to understand and both give same values?
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How do I test for a difference in the standard deviations of two groups?

I have two groups and I want to know if there is a difference in standard deviation (or variance if it's easier) for each parameter. Here is a table of descriptive statistics for my data: After ...
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The estimator of variance of linear regression targets

In Section 3.2 of the book The elements of Statistical Learning (2ed), I read the text: Typically one estimates the variance $\sigma^2$ by $$ \hat{\sigma}^2 = ...