Questions tagged [absolute-value]

Question concerns the consequences of using the absolute value function in part of the definition of one or more statistics.

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3answers
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Distribution of errors

I am struggeling with a basic question and would be happy to get some pointers. I am trying to evaluate an algorithm $f$ which maps some sample $x$ onto a scalar $y\in\mathbb{R}$, i.e. $f(x) = y$. For ...
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0answers
19 views

About relative and absolute change

I am trying to assess the relationship of change in the level of a marker with the development of a disease. If I assess absolute change, there is a significant association. But if I assess relative ...
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2answers
59 views

Need help understanding how only variable A can be correlated to the absolute value of A-B

I'm currently working with the dataset of a study I'm conducting. The data is comprised of serially drawn samples from patients where we've measured the cell counts of those samples and compared them ...
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0answers
56 views

An interesting non-smooth regression

Consider the following setup: Let $x_1^k$ and $x_2^k$ be length $N$ vectors of observed reals, where $N$ is about, say, 100,000, $k\in 1:K$, and $K$ is about, say, 200. (So $x_1,\;x_2$ can be thought ...
6
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1answer
326 views

Expectation of sum of absolute values for correlated normal random variables

Let $x_1, x_2, \dots, x_{N}$ i.i.d. random variables $\sim \mathcal{N}\left(0,\sigma^2_x\right)$. Further, let $z\sim \mathcal{N}\left(0,\sigma^2_z\right)$, $z$ is independent from all $x_i$. We build ...
8
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1answer
290 views

Expected value of the absolute standardized t distribution

What is the expected value of the absolute standardized t-distribution - i.e.,: $E(|X|)$, where $X$ has the standardized t-distribution?
3
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1answer
219 views

Compounding a Gaussian distribution with variance distributed according to the absolute value of another Gaussian distribution

Have there been earlier descriptions of the following compound distribution? Compounding a Gaussian distribution with variance distributed according to the absolute value or square of another ...
1
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0answers
27 views

Why is there a need to find a variance and take the square root to get a standard deviation? [duplicate]

My question is why is the formula for finding the standard deviation of a given data (either grouped or non grouped) the way it is? so let me start from the definition of a standard deviation with my ...
6
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1answer
871 views

What is the expectation of the absolute value of the Skellam distribution?

In particular, for a Skellam distribution obtained by substracting two iid Poisson Processes. Thank you!
2
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3answers
2k views

Why should I prefer the standard deviation over other measures of variance? [duplicate]

The most common kind of deviation is the standard deviation. $$ \text{Sd}(x) = \sqrt{\text{Mean}((x - \text{Mean}(x))^2)}$$ The standard deviation is very similar to the mean absolute deviance or $$...
6
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2answers
1k views

Is the absolute value of the difference between two Poisson distributions a Poisson distribution?

What is the distribution of the absolute value of the Skellam distribution?
481
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22answers
247k views

Why square the difference instead of taking the absolute value in standard deviation?

In the definition of standard deviation, why do we have to square the difference from the mean to get the mean (E) and take the square root back at the end? Can't we just simply take the absolute ...