Questions tagged [standard-deviation]

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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Measure of the variability for Regularised Regression models

I am working with Regression models. My idea is to measure the variability of the coefficients of some Regression models. I used LOOCV split for the training and testing my dataset. The ...
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Standard Deviation (SD) vs. Coefficient of Variation (CV)

Which of the following two data sets is more dispersed? Assume that both data sets are normally distributed. Data Set A: $\mu_A = 1$, $\sigma_A = 1$. Data Set B: $\mu_B = 10$, $\sigma_B = 1$. ...
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Understanding high standard deviation values

I understand some of the basics of standard deviation, but as I look at a data set, I have standard deviations that vary from 0 to 70. That would mean that in a section of my data it would take 70 ...
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How to calculate standard error from a 95% confidence interval

I am conducting a meta analysis and one of studies doesn't have the standard deviation so i've been stuggling to work out the standard error. CI's are of 95% I was wondering if I could calculate the ...
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Estimating likelihood of sample given median & median absolute deviation

I have a random variable $X$ that I expect is normally distributed, with some outliers. I can sample approximately 10 values from this variable, estimate its mean $\mu$ and std deviation $\sigma$. ...
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What is this specific statistical approach/term called?

I need help in identifying the underlining statistical term of my method (deviation of group membership of a Person to an ideal role) So I have Ideal values (for the ideal role) shown here in the 1st ...
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Standard Deviation (SD) as additional metric for model evaluation?

I wanted to ask whether you think that it can be useful to compare the standard deviation of the predictions (not the standard error!) in addition to other metrics like RMSE to get an idea on the ...
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24 views

How data is normalized using mean and standard deviation

I think data with nomralized mean=0.5 and standard deviation=0.5 means all the data will range between (0-1) with mean 0.5. But when I did the normalization I'm getting the values between (-1,1). ...
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Quantifying volatility with limited data?

I have ~400 time series's that I need to quantify volatility over. The only information I have is mean, min, and max values for each time stamp. Here is a sample series for your convenience: My ...
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What is the definition of this statistic?

For a data set that is Gaussian distributed, $\sigma$ defines the standard-deviation of the distribution. My question is, what is the correct indention or terminology for the following: $$\frac{\...
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Why isn't standard deviation $\frac{1}{n}\sqrt{\sum^n_{i=1}(x_i - \mu)^2}$?

I.e. why not square everything to get rid of signs, undo the square with the square root, and then average out the deviation? Am I completely missing the point?
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How to calculate variance of a data set with frequency spread over multiple years

If I have 4 books, with multiple copies of each book - [2,3,1,2 respectively], and I have 2 years data of these books. Taking the example of book A, total number of issues of the book A in 2 years ...
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Comparing standard deviation with coefficient of variation

I have series A that is daily levels of a stock index, from which I calculate daily returns, then calculate the std dev of the daily returns, and multiply by (250)^0.5 to get annual std dev of returns ...
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Is it better to present the result of a $\textit{t}$-test as mean$\pm$SD or mean$\pm$SEM?

Is it better to present the result of a $\textit{t}$-test as mean$\pm$SD or mean$\pm$SEM (where SD is the standard deviation and SEM is the standard error of the mean) Let's say we have a sample of 2 ...
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Want to create a regression line with lines for 2SD above the mean - SPSS

I am using SPSS to do a linear regression for some data. I am able to get a line of best fit and able to get the 95%CI lines but I wanted to see if it is possible to get lines for 2SD (above and below ...
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Games-Howell Post-Hoc Test Results Not Expected

I ran a Welch's test in R to see if there were differences between my total deer density (deer per square mile) and the size of my reduction area (1, 5, 10, 15, 20, and 25 square miles). The summary ...
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Converting standard deviation for data on a logarithmic scale base 10 to stdev with base e

I found a measure of standard deviation in the literature (mean=1.273, std=0.163, n=1642) computed for data on a logarithmic scale base 10. The original data is not available. Is there a way to ...
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Standard deviation for proportion with huge denominator

My question involves finding the standard deviation of a ratio when the denominator is huge. The standard formula $$\sqrt{\frac{p(1−p)}{n}}$$ yields a number that is almost zero. The context is ...
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Predicting n'th percentile [closed]

When we use prediction, we can only say levels. For example: We have 500 sample data for our walking range. And let's say 90 percentile is 16.0 km and 10th percentile is 0.78 km. Well, can only say ...
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Zonal statistics (mean± StDev) from polygons with different area

I am analyzing a temperature image using a land cover map with the overall goal to prepare a barplot where I report the mean ± StDev temperature for each land cover class. To do so I assigned each ...
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How to quantify the fluctuation of an error?

First of all sorry for the bad title, but unfortunately, I can't think of a better one at the moment. Hopefully, that will change when my question is answered. Let's say I have two sets of values: ...
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How to calculate the standard deviation and mean of a group of individual statistics

Is there a formula to calculate the standard deviation of a group or individual statistics Example in a sporting fantasy league I can calculate the summary statistics of any one player. Example ...
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47 views

If I take mean of uncertain observations what happens to SD of the observations?

I have some observations, each with an accompanying standard deviation (shown here as error bars): I want to make a summarised plot of this data by taking mean of all observations for a given X value,...
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Why is the population standard deviation approximated as the sample standard deviation?

This question addresses calculating a p value from the mean and standard deviation statistics of a sample. I understand that the -general- philosophy is to divide the sample standard deviation by the ...
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Propagating error when taking the derivative

I have a function that corresponds to a set of $(X,Y)$ coordinates with a Gaussian uncertainty ($\sigma_Y$) for each point. What I want to do is now compute the gradient of this function and the ...
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Developing a 40-100 scoring system (doesn't work as intended) [closed]

I am using r. I have a dataset with this distribution There are 1275 observations with values ranging from ~ -0.07 to mostly 0.08. I have 4 outliers that are over 0.8 (0.12, 0.12, 0.12 and 0.10). I ...
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How to read the mean and standard deviation from a Q-Q plot

I wrote the following code in R to make the following qqplot. In a question I am asked to read the mean and standard deviation of the sample off the plot. I see ...
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How does the nth sample impact Mean and Variance? [duplicate]

Given the Mean and Variance of $n$ samples $x_i$: $$M_n=\frac {1}{n}\sum_{1}^{n} x_i$$ $$V_n=\frac {1}{n}\sum_{1}^{n}(x_i-μ_n)^2$$ How do Mean and Variance change, when we take into account one ...
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Is it possible to calculate standard deviation from d (effect size)? How do you do it?

I am doing a meta-analysis and one of the papers report d instead of SD. I do also have sample size and mean for each group, but I don't have the SD for each group.
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Calculating change in mean and standard deviation of Sample X due to replacing p% of X with data from another distribution

Suppose we have two independent normal distributions $A \sim \mathcal{N}(\mu_a, {\sigma_a}^2)$ and $B \sim \mathcal{N}(\mu_b, {\sigma_b}^2)$. Suppose that we have a sample $X$, which is drawn from $A$...
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Proper way of calculating statistics for samples probabilites [closed]

I have 64 samples and for each one of them, I have their probability. I was wondering which is the correct way to find a mean and std for the above-mentioned population. If I do something like: <...
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How to identify if standard error is stable?

I am doing some genetic simulations and I want to stop them when the standard error is "stable", i.e. the variation is not too high. The goal is to avoid wasting time and computational resources. I ...
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What will be the confidence interval(for below question) for 99 percent confidence level [68 95 99 rule] [closed]

Is the below solution correct....because the probability of obtaining a sample which would have the mean height of 70 will fall under the intervals calculated using the mean+/- 3(SD) [99% Confidence ...
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Find confidence interval of mean without knowing sample size?

In our calculation, we have only $\mu$ and $\sigma$ values. Is that possible to find the confidence interval of $\mu$ and $\sigma$, without knowing the sample size? As per our idea, we can calculated ...
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MLE standard errors: complex from optimizing negative loglikelihood using fminunc

Does anyone know what goes wrong when fminunc in matlab returns a hessian of which the square root of the diagonal of the inverse hessian provides complex numbers? The complex numbers arise due to ...
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different results grouped survey standard deviation in Stata and R

I have a question concerning the calculation of the grouped variance or standard deviation in R (survey-packge by Thomas Lumley) and Stata (using svyset and svy prefix). I'd like to know if there ara ...
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Degrees of freedom for two-sample t-test of predicted means (MLR)

I wonder how to decide if two regression models are significantly different at a location X. Here is an artificial example, $\hat{Y}=a+b\cdot X+c\cdot X^2$. The graph shows the (artificial) measured ...
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Calculating Sample Size As Number of Days Needed For Significance?

I am trying to determine required number of days required to reach a significant result for a one-tailed independent sample test. I have sales data by day for my test and control group. The results ...
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Is the Coefficient of Variation valid for data which does not follow a normal distribution?

I am trying to compare the dispersion of several data vectors. As an example I have that via two methods produces one vector of data that fits a normal distribution and other one that follows an ...
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Correct order for computing standard error of the mean of means

Good afternoon, I read some related questions but there is still some things I can't quite wrap my head around. Let's say I want to average some time series over X subjects, Y channels, and, ...
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Calculate SD for a given problem specification (see Body) with python

I am new here as you can tell. I have the following problem for which the SD has to be adjusted in order to fit said problem. Problem: Say I have 500 balls which I deliver to a customer and if more ...
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Need clarification for different notations and corresponding formulas in Linear Regression

1) First of all, can anybody clarify, whether my notations correspond to the correct formula. As I found different descriptions/notations for different formulas, I tried to put these Information ...
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Confidence interval before or after target variable transformation?

I created a machine learning model where I normalized the target variable in the training set before fitting the model. I then used a package which produced a standard deviation of eqch prediction. If ...
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If sample standard deviation is biased, why do we use it in typical mean tests? [duplicate]

If sample standard deviation is biased, why do we use it in typical mean tests? Why do we not use an unbiased estimator by dividing the sample standard deviation by C4?
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Inconsitency in comparing log-likelihoods of z- and t-values with appropriate distributions?

I am working through "Glen McPherson: Applying and interpreting statistics", where he introduces the t-distribution on p.125. As a small experiment i tried to do the following (pyhton, scipy, numpy, ...
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Association of binned data

this is my first question here, hoping you all can help. I have tenure and age data for an organization that has been binned already, and unfortunately don't have access to the actual ages/tenures of ...
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Compare variables with zeta-score

Assume the calculation of a physical quantity $x$ from a given formula i.e. $$x=\dfrac{a*b}{c}$$ where $a, b$ and $c$ are experimental observables, therefore $x$ is a quantity derived from ...
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Estimating sample size needed to reach estimate precision (Bayesian CIs)

I want to estimate the required sample size to reach a specified width (precision) of the Bayesian credible intervals of the parameter of interest by using the standard error (posterior standard ...
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Average of several standard deviations

My aim is to calculate the measurement precision of a measuring device. To do so, I measure a part three times and calculate the standard deviation. Unfortunately, it is not possible to measure the ...
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Regression and Standard Deviation

When I plot my Regression Line and the corresponding lines for 2 standard deviations, sometimes it happens, that no values lie outside the 2 standard deviations. Is that possible/correct or must there ...