# 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.

2,042 questions
Filter by
Sorted by
Tagged with
89 views

### How to generate 95% prediction interval around predictions from ML model?

I have predictions from an ML model and would like to generate 95% prediction intervals around each prediction generated from the model such that I can claim that these are the plausible range of ...
• 1,037
14 views

### Mean and Standard Deviation of accuracy for SVM model prediction

I am training a SVM model for binary classification. For this, I have split the train and test datasets in an 80:20 ratio. Then I standardized the training and test data separately and tuned the ...
1 vote
37 views

### Is the variance of the mean of a set of possibly dependent random variables less than the average of their respective variances? [closed]

Is the variance of the mean of a set of possibly dependent random variables less than or equal to the average of their respective variances? Mathematically, given random variables $X_1, X_2, ..., X_n$ ...
• 139
31 views

### Apply the Breusch-Pagan to uncover the source of variance in the data

For my research I am trying to uncover if the variance of my variable of interest is correlated with one of my independent variables. Let $x$ be the independent variable of interest and $m$ be the ...
49 views

### How to accurately estimate the probability of a rare event in a large dataset?

I have a dataset of 30,155 names and out of curiosity I verified that the longest name has 68 characters, which is quite big considering the mean and SD were 24.78 and 5.64, respectively. Based on ...
• 141
15 views

### Help determining sample size without standard deviation

I need some help optimizing our website intercept survey sample sizes, but our online platform only provides us with the means (often mean of 5pt ordinal scales), sample sizes and denotes statistical ...
1 vote
73 views

### Estimation of population parameters on the basis of multiple samples regressions

I am working with a population of approximately 1 million subjects for whom I have repeated measures of expenditure (expend). My objective is to evaluate the link between 2 variables (let's say A and ...
63 views

### Maximum Likelihood of Standard Deviation

I'm trying to get a better understanding about the distribution and uncertainty of the sample standard deviation. Since I'm not a mathematician, I try to compare the math literature with some ...
• 33
1 vote
43 views

### Standard deviation on result of calculation

I'm calculating a value based on experimental data. The calculation is $$k = \frac{a - b}{c} \cdot \frac{1}{T},$$ and $a$, $b$ and $c$ are all measured experimentally, multiple times, with some ...
• 477
66 views

### Regression: negative intercept with only positive values [closed]

I'm doing a multiple linear regression on some standard deviation values, but the intercept and the coefficient for many of the predictors are negative. Any ideas on how I should interpret the results?...
• 125
16 views

### Combining Variation and Uncertainty from Replicate measurements

I have 3 measurements from 3 independent experiments {m_1, m_2, m_3}. I have another 3 measurements that are used to scale the m measurements {n_1, n_2, n_3} from the same experiment (different from m)...
1 vote
36 views

### Calculating the mean and standard deviation from a normal distribution [duplicate]

I am interested in methods for finding the mean and standard deviation of a normal distribution. It is inspired by the following question that is part of the A-level maths course in England. The ...
• 111
1 vote
58 views

### Robust estimation of standard deviation using relatively small sample taken from a Gaussian distribution

I'm sure this question was asked before, but I don't seem to be able to find a convincing answer. If there is a relatively small set (say 3<n<20) of observations of a quantity that is assumed to ...
1 vote
37 views

### How to measure standard deviation for a power test

I have a "so dumb I'm embarrassed" question about calculating power. Suppose a paper tells me, in "Table 1", that the standard deviation of $y$ is 0.8. And then it reports an ...
• 246
39 views

### Calculate standard deviation

I'm studying an ecological community comprising three samples, each representing different habitats within the community. Within each sample, I've conducted three replicates, summing nine replicates ...
• 31
19 views

### What is the standard deviation/uncertainty of a single observation in a meta-analysis?

I am running a simulation with parameters based on an existing random-effects meta-analysis. I would like to draw individual patients in the treatment group from a normal distribution with µ=the ...
37 views

### Calculating the uncertainty of a very complicated variable

You have taken $N \gg 1$ measurements of a group of variables $V$. You want to estimate the value of a quantity $\mu$ that can be estimated from these variables. Fortunately you have a formula $\mu(V)$...
• 111
27 views

### Calculating true/population standard deviation from bootstrap standard deviation/standard error

I am using the coffee_ratings dataset to do a proof-of-concept calculation to estimate the population (i.e., coffee_ratings) ...
46 views

### What makes the difference between the Mean Absolute Deviation (AAD) and Standard Deviation of a distrubution constant?

We can see very nicely in the normal distribution that the relationship between the mean absolute deviation and standard deviation is a constant ratio (by sqrt(2/pi)). What is it that gives a ...
1 vote
40 views

### Standard deviation of the mean for biased coin with all heads for first $N$ trials

Imagine that we have a biased coin but we only have $N$ trials to determine how much it is biased towards heads (we are resource limited in how many trials we can conduct). Say we assign a value of $0$...
• 123
41 views

### Standard deviation of an autocorrelated time series

Given a time series of log returns $R_t$ with significant autocorrelation up to $k$ lags, what is the formula for the standard deviation of $R_t$ that accounts for this autocorrelation? I've seen the ...
• 123
13 views

### Normalization of time-series data with time-varying variance

I'm building a neural network (CNN) model for a regression problem with time-series data. Both input and output are multi-variate zero-mean timeseries data with time-varying variance. Currently, I am ...
• 111
1 vote
125 views

### How can I calculate the standard deviation when knowing the P10, P25, P75, P90, mean and median? [duplicate]

I'm trying to find the standard deviation from some simulated task duration results. The results provided the following: Mean - 430 Median - 374 P10 - 371.8 P25 - 372.4 P75 - 440.5 P90 - 588.6 From my ...
111 views

### How to estimate mean and standard deviation of individual result given a sample of batch results?

I apologize in advance if my title is not well-worded, or if I am using the wrong tags; this is my first time asking a question here. I want to analyze how long it takes for a system in production to ...
• 151
20 views

### Converting the unit for mean and standard deviation

I have a problem and it's been days and I couldn't find a solution Simply what I want to do for the purpose of a research data, I have the mean and standard deviation of some measurements in diameter ...
1 vote
82 views

973 views

### Do 95% Confidence Invervals use +- 1.96 standard error or standard deviation?

I'm trying to calculate the weight of studies for inclusion in a meta analysis as part of homework. I've been given a number of studies and their final results represented as a risk ratio with 95% ...
• 563
10 views

### Calculating and displaying variation of sub group responses within larger group

I have a question with 3 possible answers (yes, no, unsure), and I have the responses of two groups. Group A and group B. Group A has three sub-groups (A1, A2, A3), Group B has two sub-groups (B1, B2) ...
• 1
1 vote
105 views

### Calculate mean and standard deviation of the ratio of two dependent variables

I have an instrument of which I would like to understand the uncertainty on the measurements taken, so that every time that I perform a single measurement, I can apply the error obtained and therefore ...
• 111
12 views

### Interpreting the coefficients [duplicate]

I am reading a research paper about the effects of exposure to dirty water on test scores. The paper mentions the following: "a 10pp increase in exposure to dirty water reduce test scores by 0....
1 vote
16 views

### Drawing error bars on a position vs time chart where st. dev. is for vectors and not total position

I have the following data for a position versus time analysis. Note that the total distance is just the sum of the mean vector distances. I want to show the error bars on a chart of total distance vs ...
• 11
17 views

### What are the expected residual standard deviations from each of the fitted models and data-generating process?

I simulate data to be analyzed using a linear mixed-effects model. It is based on an experiment with 2 levels (A and B) of a ...
• 31
38 views

### converting data from geometric LS mean and confidence intervals to mean and SD

I Hope this letter finds you well. I am conducting a meta-analysis, and some of the studies have reported data in geometric least squares mean and confidence intervals, while others have presented ...
1 vote
71 views

### Converting median absolute deviation to standard deviation

I'm working on some medical research and I'm wondering what is the most straightforward method to convert median and median absolute deviation (MAD) to mean and standard deviation. If anyone has any ...
• 21
77 views

### Why would a production process in an industry know its (population) standard deviation?

I can understand why the mean is known. I can understand that in some cases based on historical data, you have a rough idea about the variance/ standard deviation. But inherently when the real world ...
89 views

### Conversion of log-transformed SD

In a meta-analysis of some research work, there are many situations in which the literature reported the mean values and their corresponding standard deviations in log-transformed forms. The question ...
212 views

### calculating the 95% confidence interval, two approaches generated two different results [duplicate]

I am very puzzled by the two 95%CI results generated from the same normal-distributed dataset from the Monte Carlo method with 10000 simulations. See below figure and statistics of the Monte Carlo ...
• 261
66 views

### Adjusting sd for an ARMA(1,1) simulation given phi and theta

I'd like to generate model an ARMA(1,1) process with a mean of zero and a standard deviation of sigma where I specify the ARMA parameters phi and theta. How can I adjust the value of sigma in the draw ...
• 191
33 views

### Regarding squaring the deviations when calculating the standard deviation [duplicate]

I learned that the deviations are squared for a number of reasons. (1) They make all values positive. Otherwise the sum of the deviation would be zero. But why not just take the absolute value of the ...
• 141