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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correct std dev for TFP [on hold]

I'd like to use levpet's residual (TFP) as a regressor in a second step. Which would be the std dev for TFP in the second regression without falling into Pagan's "generated regression problem"?
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16 views

How to get the variance of the sample standard distribution? By bootstrapping observed values or by standard deviation distribution statistics

Let $Y(x)\sim\mathcal{N}(0,\sigma(x)),x\in\mathbb{N}$ be a random variable depending on $x$. Let $y_i(x_i),x_i\in\mathbb{N},i\in\{1,...,n\}$ be observed values. I have a model $m_\alpha(x)$ to predict ...
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1answer
25 views

Standard Deviation [closed]

Assume that we have 10 BIG boxes and each box contains 1000 SMALL boxes. If I know the standard deviation of 1 SMALL box let's say is 3, and I want to average out over the 1000 SMALL boxes and the 10 ...
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1answer
78 views

Find standard deviation of arbitrary game with multiple payouts

This earlier question asked how to get a 5.76 standard deviation for a single number bet on Roulette. The answer gave the formula, but unfortunately, the formula doesn't easily generalize to more than ...
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39 views

Standard deviation of sampling distribution of mean

If we take a sample and calculate the mean, we can calculate the standard deviation for the sampling distribution of the mean using this formula: $\sigma / \sqrt{n}$ But, how many samples do we need ...
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4answers
63 views

How to plot algorithm runtime for huge input set?

Fo my bachelor thesis, I want to compare the runtime of two algorithms. The runtime is measured by letting these algorithms run for every value in a huge input set. This input set can be partitioned ...
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0answers
13 views

What is the limitation with using a pooled standard deviation in a dependant sample?

I am not very experienced in statistics, but want to perform a meta-analysis on a number of pre-post studies. The studies have relatively small sample size ranging from around 10-38 subjects. They are ...
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1answer
31 views

Is there a relationship between these two standard deviations

I just started thinking when you have time series data and was curious about the following question. Suppose you have the standard deviation of one observed result. Would the standard deviation of the ...
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33 views

repeated measures design of Analysis of variance (ANOVA) with mean not statistically significant and Standard deviation significant

The study area was sampled using a tessellation-based stratified sampling scheme. The area was divided into 50-m × 50-m squares, a point was randomly selected in each square. For each point, a ...
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0answers
9 views

Calculate mean and std dev from experiment - no formal params

I am a little lost on how to calculate mean and std dev from an experiment (simulation). I have run the simulation (10000 times) and it output a set of numbers (10000). Plotting a histogram, it gives ...
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10 views

Comparing two empirical distributions using mean and variance

I want to compare two classifiers (random variables). Each classifier is binary variable. I have evaluated the two classifiers on different set {S_1,S_2,..S_m} each with N samples, and calculated the ...
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1answer
34 views

Rebuilding a signal based on mean, std, length and more

For some given signals, I have these parameters: Mean Standard Deviation Skewness Kurtosis Length (number of samples) Now I would like to know if I can rebuild the signal (an estimation) based on ...
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23 views

Compare Standard Deviation

Currently I am working on my master thesis. I performed a research of the weather on sales. Different weather types are included in the model such as sunshine duration, duration of rainfall and level ...
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23 views

standard deviation of cross-validation error

I am using cross-validation to estimate the prediction error of my model. Using 10-fold CV, I obtain a bunch of metrics, including for example the MSE: ...
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1answer
17 views

Unit of Mean and Standard Deviation

can a unit be associated with the mean and standard deviation values or these are "dimensionless" quantities? For instance, if I am computing distance, with unit being meters (m), and I have got the ...
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1answer
79 views

Proof: $T \sim \chi^2(N-1)$

I'm a maths student, this is my first statics class and I'm studying Confidence Intervals. When it's time to estimate the CI for the mean of $\{X_i\}_{i=1..N}$ - gaussian random variables i.i.d. with ...
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1answer
20 views

How to calculate standard error between means?

I would like to calculate what is $SE(\hat{x}-\hat{y})$ where $\hat{x}$ is the mean of the first sample and $\hat{y}$ is the mean of the second sample. I know the answer should come out as ...
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21 views

Relative Mean Deviation

The Mean Deviation, also referred to as Absolute Average Deviation, is sometimes preferred to the Standard Deviation (Cf. Gorard 2004). For a sample, it can be expressed as: $MD = \frac{1}{n} ...
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2answers
98 views

Ratio of standard deviation to mean

Let's say that we have a confidence interval like this: µ ± σ, where σ is the standard deviation and µ is the mean. I want to know if the ratio σ/µ has any interpretation? Does it mean anything if we ...
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47 views

Sort mean values with deviation

I'm trying to determine what physical attributes of a syllable are important in determining stress. So I have some recordings from different people saying a word, each person multiple times. And for ...
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1answer
20 views

Estimating the standard deviation of the constituent parts of a combined variable

I have a random variable $Z$. Each measurement in $Z$ is in reality the sum of two other random variables $X$ and $Y$. Both $X$ and $Y$ are independent random variables. They should have the same ...
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1answer
27 views

Rationale behind iterating standard deviation after removing outliers [duplicate]

I'll preface this by saying that I haven't taken a stats class yet, so talk to me like a five year old. If it matters, the data I'm working with are execution times for a program and I'm trying to ...
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1answer
32 views

Usage of Plus-minus sign

I have a question concerning statistical conventions. I want to report the classification rate of a 3-fold cross validated machine learning experiment. Of course I report the mean and some measure of ...
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2answers
259 views

Converting mean deviation to standard deviation

I am using a stock trading platform which only has a mean deviation function. I have to use standard deviation for some calculations and I want to know how we can convert mean deviation to standard ...
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1answer
36 views

Assessing deviation from the mean without Chebyshev's inequality

I have a set of experimental data which comprises distances between successive points: And a simulation which attempts to recapture the experimental data by choosing points at random and ...
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17 views

Multiple DVs - MANOVA or multiple ANOVAs?

My project has multiple continuous DVs and a single categorical IV. When I run ANOVA for each of my DVs the means and SDs are different to when I use MANOVA. Why is that? Which one is correct? Which ...
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2answers
74 views

Averaging averages and standard deviations

I am comparing exam scores for different subjects: physics, biology, english. I am looking at what proportion of the curriculum is spent on each subject. The number of students is fixed: the same for ...
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15 views

Evaluate normal distribution at point one standard deviation away

Assume I have given a one-dimensional normal distribution with some $\mu$ and $\sigma^2$. Now for a given $x$ I want to decide if it is not more than one $\sigma$ away from $\mu$. I thought it is ...
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45 views

Errors-in-variables multivariate polynomial regression (R)

(EDIT: the question has been modified just a little bit to be more specific) I want to fit a multivariate polynomial regression that accounts for measurement errors (an Error-in-Variables model). ...
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1answer
72 views

“normalizing” std dev?

First of all, I'm not a statistics person but came across this site and figured I'd ask a potentially dumb question: I'm looking at some P&L data where the line items are things such as Sales, ...
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12 views

x and y standard deviation estimates in linear regression power analysis

I want to run a power analysis on linear regression against the null that the slope is equal to zero. Specifically I am trying to estimate what sample size I will need to obtain a specific power level ...
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2answers
52 views

How to generate confidence bands for $\hat{Y}$

Suppose I run a linear regression model. I am interested in generating prediction intervals. The predicted values are easy to compute, but how can I compute the standard deviations for each of the ...
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0answers
17 views

Relation between bootstrap mean and parameter value estimated via maximum likelihood

I have an observed data set $O$ and a synthetic model $S(\theta)$ which attempts to describe it. By fixing $\theta$ to different values I can generate $M$ synthetic realizations of the model: $$S_k ...
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1answer
19 views

Normalising extreme items within datasets

I have a a dataset where each item is a % above or below 100% (taking an individual item, dividing by the mean). In order to produce a rank I weighted each item by a % (summing to 100%) to provide a ...
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20 views

Statistical Significance Without Normal Distribution nor Equality of standard deviation

I have two datasets consisted of 4 columns. I have to measure if the differences among the data (each column represent another data) are statistically significant. The problem is that: in the first ...
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2answers
101 views

Best statistics to show outliers beyond 2 SD

I try to perform scheduling for an organization based on client flows. We are very seasonal. Our senior management in Washington, DC make us base our schedule on the mean number of clients we have ...
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1answer
73 views

What is the standard error of the sample standard deviation?

I read from there that the standard error of the sample variance is $$SE_{s^2} = \sqrt{\frac{2 \sigma^4}{N-1}}$$ What is the standard error of the sample standard deviation? I'd be tempted to guess ...
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30 views

Should I use a composite standard deviation for these multiple biological/technical replicates?

I used an ELISA to determine protein concentration from absorbance readings, which is a nonlinear relationship. I have 3 sample types, which are broken down into 3 biological replicates (per sample), ...
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26 views

Alerting framework for incoming traffic using mean or standard deviation

Currently I put hourly traffic (total number of input requests) of my website in a MySQL table. I keep data for the last 90 days. I want to check every hour, lets say 6th hour, that whether the ...
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0answers
19 views

Using Standard Deviation to Understand Consensus

I was recently asked a question, and while I think I know the answer intuitively, I can't explain it. Scenario: A questionnaire of 20 questions was given to 6 people. Each person was asked to ...
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34 views

Can we use normal distribution statistics on frequency distribution outputted by bootstrapping?

If I understand correctly, this is the bootstrapping procedure: Pretend sample is population Repeatedly resample from this pretend-population Calculate the mean of each resample. The output of ...
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18 views

Standard error of a ratio of differences of estimates

I am interested in calculating the standard error of a ratio of differences of estimates, like so: $SE(\frac{X_2-X_1}{Y_2-Y_1})$ The s.e. of each difference is easy, ...
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0answers
8 views

Geometric Mean Standard Error [duplicate]

I read from wikipedia that the geometric standard deviation is $$\sigma_g = \text{exp}\left( \sqrt{\frac{\sum_{i=1}^n\left(\frac{A_i}{\mu_g}\right)^2}{n}}\right)\,, $$ where $\mu_g$ is the geometric ...
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2answers
109 views

use standard deviation as predictor?

My question is simple: is it statistically valid to use the standard deviation of a group of data points (X) as a predictor for Y? I am dealing with data that looks like this: Well, at some point ...
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1answer
45 views

Standard deviation of a casino's profit

For the following question, I've determined the mean to be \$0.20, but how do I determine the standard deviation? A slot machine at a casino pays out an average of \$0.9, with a standard ...
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0answers
23 views

How many experiments for measuring of standard deviation

I want to get standard deviation of variable. How many data I need to to obtain correct value? What is correct approach to estimate amount of data I need? What precision I need to say it is precise ...
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0answers
32 views

Binning by standard deviations

Quick question: I came across a fairly respected source on running Markov Chain Monte Carlo for bayesian statistics in ...
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2answers
79 views

When using SVMs, why do I need to scale the features?

According to the documentation of the StandardScaler object in scikit-learn: For instance many elements used in the objective function of a learning algorithm (such as the RBF kernel of Support ...
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20 views

How would I average noisy data representing the noise using error bars?

I have data that was binned in a process that provides the average and standard deviation for the values in each bin. For some of the data, the variation between bins is significantly larger than the ...
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1answer
24 views

Standard Error for Weighted Values

I want to calculate the standard error for an experimental measurement. The data is stored as a 2D image which is circularly symmetric about a center point. To reduce the data we radially integrate ...