# 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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### Unstandardize z score values that have mu and standard deviation of 0 and 1 respectively

Is it possible for one to unstandardize z score values with mean 0 and standard deviation of 1 back to its original value, given that the mean and standard deviation of the original data is not ...
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### Discrete correlation function (sample cross-covariance)

The continuous correlation function for the random variable $A(t)$ at a instant of time $t$ is given by \begin{equation} C_{AA}(\tau) =\frac{1}{T} \int_{0}^T d\bar{t} A(\bar{t})A(\bar{t}+\tau) \end{...
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### Does PCA normalize data with respect to standard deviation?

In my textbook it says the data is assumed to be zero-centered. I am not sure what this means. I read it stand for substracting the mean from the individual values, however I would like to know do you ...
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### Including descriptive statistics as regressor in a panel model

I have panel data and believe that independent variable X drives changes in Y. However, my hypothesis is that the relationship between X and Y is modified by the volatility of X. Generally speaking, ...
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### What is the statistical efficiency of the sample standard deviation?

I've been reading about measures of scale and data dispersion, and often come across the term statistical efficiency, which is used as a means of comparison (as well as breakdown points), of different ...
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### Calculating standard deviation without original measurements

Assume I have the monthly data for the price of items like this: num_items = [10, 22, 13, 4, 15] avg_cost = [200, 103, 143, 412, 123] Now, I do not have the original list of item-wise cost table. From ...
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### Impact of unit conversion on the relationship between standard deviation and variance

What impact should unit conversion have on the relationship between standard deviation and variance? For example, when the units are kilograms, the sd is 3.156 kg , and the variance is 9.96 kg which ...
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### rms: Calculation of standardised / studentised residuals from a lrm object

I would like to calculate standardised and studentised residuals from a logistic model fit using lrm from the rms package. ...
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### Standard Error or Standard Deviation for error associated with averaging raster values within a polygon?

I am trying to measure uncertainty associated with a mean value for spatial data. I have: A polygon representing a spatial district. A raster dataset that was produced via a Random Forests model, ...
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### What came first, the covariance or the correlation matrix?

Covariance can be calculated from correlation and correlation can be calculated from covariance. Is it sufficient to refer to them as only transformations of one another? Is one considered more of a ...
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### How to reconcile z-scores into a number from -1 to 1? [duplicate]

I'm looking at time-series data of the GDP of the economy. I'm comparing the difference in the percent change of the GDP over the past 1 months, with the past 2 months — doing this over the course of ...
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### How to reconcile z-scores into a number from -1 to 1?

I'm looking at time-series data of the GDP of the economy. I'm comparing the difference in the percent change of the GDP over the past 1 months, with the past 2 months — doing this over the course of ...
2k views

### Given two samples that have the same mean, standard deviation, and N: are the values in each sample identical?

If not, are there any restrictions that would need to be imposed to ensure that the values of the two samples would be identical? I apologize in advance if this is such a basic question.