The weighted-mean tag has no wiki summary.
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2answers
74 views
How to compute weighted means and SDs?
I want to calculate volume weighted average price and standard deviation for the following dataset:
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1answer
44 views
Confusion regarding weighted average
This is a pretty simple question and I'm wondering how to go about finding a solution. I have the following data.
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1answer
36 views
Given weighted mean and raw data, derive weights to minimize error
Imagine I have a set of data from an experiment:
Observed Measurement 1: 5
Observed Measurement 2: 6
Observed Measurement 3: 7
Observed Measurement 4: 8
Observed Measurement 5: 9
I have a target ...
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0answers
61 views
Weighted Variance, one more time
Unbiased weighted variance was already addressed here and elsewhere but there still seems to be a surprising amount of confusion. There appears to be a consensus toward the formula presented in the ...
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0answers
64 views
Best fit of weighted mean?
The title might be somewhat misleading. I am trying to solve the following optimization problem and do not find any clues. Can any one help?
I have a sequence of $n$ observation $s_i$. Each ...
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1answer
70 views
Is there a more elegent solution for exponentially weighted-mean in R? [closed]
OK so I have a working code to do what I want but I am new to R and feel like my solution is very clunky and there is likely a more efficient way to get the same result.
I have a set of data that ...
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1answer
48 views
Computing lowess mean value
I am trying to reimplement lowess algorithm in java. I read in the matlab page explaining the lowess with the follwing steps:
Compute the regression weights for each data point in the span.
A ...
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0answers
123 views
Weighted mean of grouped data and variance
I have a population that can be divided into two groups, A and B. For each group I have two measurements - mean body mass (+/- SD) and survival (95% confidence intervals).
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2
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1answer
45 views
How does a Daniell kernel differ from a two sided average?
As far as I can understand, the Daniell kernel, is simply $K(j/M)=\frac{1}{2M+1}1(|j|\leq M)$.
Namely, this is a two sided average. Why do people call this an untruncated kernel and differentiate ...
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2answers
108 views
Always get confused by “probabilities and weighted probabilities” type of questions as cant differentiate between two
Urn 1 contains 5 white balls and 7 black balls. Urn 2 contains 3 whites and 12 black. A fair coin is flipped; if it is Heads, a ball is drawn from Urn 1, and if it is Tails, a ball is drawn from Urn ...
7
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1answer
264 views
Bias correction in weighted variance
For unweighted variance
$$\text{Var}(X):=\frac{1}{n}\sum_i(x_i - \mu)^2$$
there exists the bias corrected sample variance, when the mean was estimated from the same data:
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0
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1answer
81 views
Optimize Weights used in a Weighted Average
I want to calculate a weighted average, mostly for illustration purposes. However, I have an outcome variable that is Y/N and would like to optimize the weights relative to this outcome.
What are ...
9
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1answer
170 views
Voting system that uses confidence for each voter
Let's say, we have simple "yes/no" question that we want to know answer to. And there are N people "voting" for correct answer. Every voter has a history - list of 1's and 0's, showing whether they ...
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1answer
619 views
A simpler way to calculate Exponentially Weighted Moving Average?
Proposed Method:
Given a time series $x_i$, I want to compute a weighted moving average with an averaging window of $N$ points, where the weightings favour more recent values over older values.
In ...
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1answer
75 views
Handling missing attributes when using weighted average
I was trying this optimization where I have some predictors and I want to predict the real value using weighted average of the predictors. What I am trying to do is given the predictors' prediction ...
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0answers
72 views
Is it possible to map observed responses on five-point Likert scale into three-class conceptual model?
I am currently making my thesis proposal about employees productivity and I had a questionnaire which consists of a five-point Likert scale (5-strongly agree, 4-agree, 3-agree, 2-disagree, and ...
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2answers
110 views
How do I calculate the ranking of some galleries based on the rankings of the artists represented by them?
The mean is not good in this case, because there are galleries that have an artist with a high rank and several other artists with way lower ranks. I'm thinking about doing a weighted mean, but I ...
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1answer
189 views
Weighted harmonic mean vs weighted geometric mean [duplicate]
Possible Duplicate:
Weighted geometric mean vs Weighted mean
I searched for the differences between WHM and WGM.
When to use each of them? when not?
3
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2answers
585 views
Weighted geometric mean vs weighted mean
I have a set of data, each element has a weight.
I need to estimate the mean of this data.
I found that there are two ways:
A weighted geometric mean and a weighted mean.
When should I use each of ...
1
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1answer
83 views
Error on weighted mean
I have some measured datapoints. Each of the points has attached an error, depending on how precise the measurement was done.
Now I'm using the squared weighted mean with the inverse of the errors as ...
1
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0answers
77 views
Hypothesis test for difference between domain means with weighted data
I have a large dataset that is weighted due to:
probability proportional to size sampling, &
disproportionate stratification.
I would like to compare the means for two different domains ...
2
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0answers
27 views
Estimated Treatment Effect in the full sample is not between the estimates of the stratified samples?
I am estimating the relationship between students' math scores and using a supplemental math software. I've adjusted for some demographic variables in the model. In my first model, I use the full ...
1
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2answers
149 views
Better method to estimate gender gap: difference between medians or median gap by occupation?
I'm doing some analysis of Bureau of Labor Statistics data on wages earned by men and women, and I'm trying to determine which of the two methods I've used is the better estimate of the gender wage ...
4
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1answer
274 views
Negative weights in a moving average?
A number of well known moving averages, such as Spencer's 15 point MA, and Henderson moving averages have negative weights in the averages.
What does this mean in a conceptual sense? What information ...
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2answers
1k views
Computing standard error in weighted mean estimation
Suppose that $w_1,w_2,\ldots,w_n$ and $x_1,x_2,...,x_n$ are each drawn i.i.d. from some distributions, with $w_i$ independent of $x_i$. The $w_i$ are strictly positive. You observe all the $w_i$, but ...
4
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1answer
207 views
Estimate the population variance from a set of means
I have a set of measurements which is partitioned into M partitions. However, I only have the partition sizes $N_i$ and the means $\bar{x}_i$ from each partition. Because all measurements are assumed ...
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1answer
221 views
Standard error for the sum of weighted means
I am looking at a two-stage process of diagnosis.
Stage 1 is a screen that identifies people with the diagnosis with some error, Stage 2 is a detailed examination (a gold standard)
In Stage 1, N ...
2
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0answers
33 views
How to symmetrically adjust data by removing certain value
Say I have a data set in the following format:
{a:200, b: 100; c:400}
The sum of a, b and c equals 700. Now, I have another value which is supposed to be the actual total say 500.
How do I adjust ...
2
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2answers
481 views
Weighted mean of two 2D Gaussian random variables
I have two 2D Gaussian random variables. I'd like to find the weighted average of the two (based on their covariance matrix around the mean, meaning that the mean of the final Gaussian should be ...
0
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0answers
63 views
Weighting datapoints by uncertainty - asymmetric CIs
I have several estimates obtained using different softwares, these programs give me an estimate as well as a 95% confidence interval. However, these CIs are not symmetric around my point estimates, ...
7
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1answer
180 views
Averages of averages (of averages, of averages…)
Consider the following cell biology experiment. We are comparing $T$ different treatments of cultured cells. Each treatment $t$ is replicated in several (microtiter) wells, indexed by the variable ...
8
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1answer
209 views
Determining true mean from noisy observations
I have a large set of data points of the form (mean, stdev). I wish to reduce this to a single (better) mean, and a (hopefully) smaller standard deviation.
Clearly I could simply compute $\frac{\sum ...
4
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1answer
366 views
Quality-price trade-off
Say there are 3 companies A, B and C. Each company has a quality rating from 0 to 100 and a price in USD.
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3
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1answer
181 views
How do I introduce features and their confidence values into classifiers
I would appreciate some advice on how best to weight or give more importance to a percentage with a larger denominator.
Eg
A. 1 out of 2 = 50%
B. 5 out of 10 = 50%
C. 500 out of 1000 = 50%
Some of ...
4
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1answer
12k views
How do I calculate a weighted standard deviation? In Excel?
So, I have a data set of percentages like so:
...
