# 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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### Does linear discriminant analysis expands or only rotate?

Assume that we have two classes, $X$ and $Y$ and we find the mean $X_\mu$ and $Y_\mu$ and variance $X_\sigma$ and $Y_\sigma$. With that, we could use linear discriminant analysis to expend the ...
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### Testing for regression coefficient equal to 0

I usually take a look at the diagonal elements of the matrix $(X'X)^{-1}$ and the $MSE$ in order to determine the standard deviation of the regression coefficients. I encountered a problem from a ...
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### Standard deviation and 90% of observations [closed]

The time of changing tires is normal distributed. In changing of 25 tires was found out that mean is equal to 15 min and the variance is equal to 25. In which interval is standrad deviation of 90% of ...
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### what is the difference between Standard error of the means vs Sampling error?

I am confused after learning about the different terms. I understood Standard error of the means to be the Standard Deviation of the sample means, whilst Sampling error is the Standard Deviation ...
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### Calculate Standard Deviation of hour

I have standard deviation for each 15 min of that hour so can i calculate the standard deviation of that hour using this 4 standard deviation values ? Reason Standard deviation of each 15 min is ...
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### How can I determine the optimal binning system for a continuous variable in Python?

I've got two columns of data - a continuous variable that I'd like to treat as a categorical variable (i.e. bin it up), and a metric I want to measure by bin. Let's say the first column is income and ...
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### Appropriate estimation of standard deviation for a sample of proportions

I am working with some bird mortality data across 9 years of surveys and have run up against a problem estimating the standard deviation. Across the 9 years, survival estimates were .47,.60,.36,.58,....
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### How can I calculate the standard error of measurement (SEM) for crossed data that were repeated once?

I have acquired the responses of 10 persons that rated 15 items twice. All persons rated all 15 items. (10x15, rows=participants and columns=items). I have calculated the test retest reliability of ...
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### For binomial success / fail data, how to calculate if the time since last success is out of the normal range

Struggling to figure this out. I have data sets that are essentially ObjectId, Date, Pass/Fail (1/0) The data is normally daily. What I want to figure out is IF the number of days since the last ...
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### Determine when a value has stabilized

Q: Given a set of data points, what is the best way to determine when the value has stabilized? I have sales data for multiple products since their launch and want to find the place where their demand ...
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### Why use n-1 in the sample variance when random tests show little differences between a "n-1 standard deviation" and a "n standard deviation"? [duplicate]

I generated random tests to calculate standard deviations of populations and samples using both n-1 and n for the denominator of the variance formula with datasets like [5,20,25... numbers between 5-...
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### Standard deviation of estimated parameters in Monte carlo simulation

I am new to Monte Carlo simulation and have a question. What is the connection between the standard errors of the estimates that we normally get from a regression and standard deviation of sampling ...
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### Derivation of pair-wise relationships expression of βyx.z and σyx.z

I'm reading Linear Models: A Useful “Microscope” for Causal Analysis. In the article, when discussing the beta coefficient and standard error of partial correlation, the auther mentioned "express ...
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### Standard Deviations of Detrended Data vs Original Data

I'am interested to know the opinion on this matter. I have Data of a Financial Security. The goal is to view the Standard Deviations levels of the data to possibly see patterns of behavior of the ...
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### F-test for time series

I have a problem and I'm not sure how should I approach it. So I have a time series with a autocorrelation, but without any seasonality. And I notice that standard deviation increases after some ...
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### Given a mean and standard deviation how to find sample size?

Given a mean of $5.60$ and a standard deviation of $0.13$ is there a way of finding out how many individual values produced this mean and what those values were?
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### Why are there two ways to calculate the standard deviation of a binary variable?

I've always been told that the standard deviation of a binary variable is sqrt(npq). However, there also appears to be a different way to calculate it: ...
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### What does the skewness, when converted to the units of the data, represent?

I have calculated the skewness of my data. I was wondering what the skewness, when converted to the units of the data, represents in non-mathematical (biological?) terms? For instance, I know that the ...
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### Confused when to use Population vs Sample standard deviation in engineering testing

When I run an test for something (say 10 trials) and want to find the standard deviation of all 10 trials, I am getting confused if I should use the sample or population standard deviation. My initial ...
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### Calculating the Standard Deviation of Estimates from a Uniform Distribution

I was looking at this question on Sufficient Statistics and the Uniform Distribution: https://math.stackexchange.com/questions/1359183/why-should-we-care-about-sufficient-statistics In this question, ...
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### Why should we use 16-50-84 percentile instead of $\mu$ and $\sigma$ to characterize sampling results such as MCMC

Can someone explain why we should use the 16-50-84 percentile rather than mean and standard deviation to characterize the average and uncertainties of the sampling results, such as MCMC (the Markov ...
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### Utilizing the Standard Deviation of a Sample Size of Three (3)

I have been arguing with co-workers today regarding the use of the standard deviation with a sample size of three (3). We do reverse engineering, and obtain samples to measure and duplicate. My ...
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### How many samples are needed to justify a given standard deviation?

Context: Someone was asking about individuals with measured IQ above 200. My intuition is that there is not a sufficiently large population of people to justify measurements of scores well past 200. ...
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### Confidence interval without sample size, only variance?

Suppose we have an estimate ($\bar{y}$) and want to generate a confidence interval. However, we only have the variance of the sampling distribution ($v$) - and not the $\text{n}$. Instead of:  CI(\...
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### How can I compare the standard deviation of the dependent variable?

How can I compare the standard deviation of the dependent variable? Is a lower number better between regressions, i.e. in one model its 0.2 does this mean it the dependent variable is more predictable ...
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### How to calculate standard deviation for estimated marginal means calculated after a GEE model in R

I have an unbalanced longitudinal dataset that looks at the effects of diagnostic tests on costs over time. First, I run a GEE using geeglm from geepack package ...
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### Ways to show stability in array of numbers between 0-1

I have some results from algorithms that return mean squared error values between 0-1. One of these algorithms shows much more stable results, and I want to show that with e.g., standard deviation or ...
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### 1 Sigma Error Brings Specificity > 1

I am running a classification model on some medical images. When calculating the specificity, we get a value very close to one and then when the 1 sigma standard deviation is calculated its range ...
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### What does the term "instantaneous variance" mean?

What does "instantaneous variance" mean physically - is it just the real, equilibrium variance of a distribution? I know there is this question Difference between instantaneous and long term variance ...
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### Calculating standard deviation from log-normal distribution confidence intervals

I have the results of a meta-analysis of 10 studies that reports a combined random effects odds ratio (computed using Woolf's method) and 95% confidence interval of an event happening in one group ...
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### Average of standard deviations

I have two sets of data Set 1: 0.051, 0.047, 0.044, 0.049, 0.043, 0.048, and 0.042. Using Excel, the average is 0.046286 and the Std Dev is 0.003352 Set 2: 0.051, 0.046, 0.053, 0.047, 0.047, 0.048, ...
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### What happens when you try to find standard deviation of a (non-truncated) cauchy distribution? [duplicate]

I have read that this doesn't work, but I do not understand exactly why. Please can someone explain.
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### How to find the standard deviation of a ratio?

I have means from two dependent datasets (leg length [A] and arm length [B]). I do not have raw values for these datasets, but do have N, median, 10th/90th percentiles, and standard deviation. I would ...
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### Calculate the standard error of the difference between two independent proportions

Here's the question: A survey of 500 males and 700 females showed that 132 males and 226 females agreed with a particular statement. Use this information to calculate the proportions of males and ...