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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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15 views

How would I calculate the standardized value of y given the standardized value of x and

If the correlation between two variables, $x$ and $y$, is $-1/2$, and the standardized value of $x$ is $-4$, how would I predict the standardized value of $y$ with just those two pieces of information?...
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How would I calculate the standard deviation of a sample given the sample size, mean, and sum of the data's squares?

For example, given: $\sum_{i=1}^n x_i^2 = 10$, $n=10$, and $mean = 10$, how would I go about calculating the standard deviation? The formula for standard deviation requires me knowing what $\sum_{i=1}^...
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Back-calculation of the minimum sample size for an mechanical experiment [on hold]

I want to back-calculate the minimum sample size for an experiment. I have a known mean and standard variance of a statistical population. From the statistical population I chose two samples with ...
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2answers
50 views

Outlier removal, extremes on both ends

A list of numbers and I want to remove the extremes on both ends. The standard deviation is calculated: 26.3 (rounded to 1 decimal) ...
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1answer
14 views

Deviation Coding meaning of test statistic on grand mean (intercept)

I have a dataset with 7 factor levels none of which are a reasonable reference group, so I've chosen to set up my GLM (negative binomial) analysis using deviation coding. I've studied this question ...
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2answers
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Will changing the standard deviation affect the distribution?

Let's say I want to generate some random data that follows the normal distribution, with a mean of 5. Will setting the standard deviation to 3 or 5 affect the distribution, that is, will it still ...
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11 views

Convert median absolute deviation (MAD) to SD for log-normal distribution

How do I convert the $\text{MAD}$ (median absolute deviation from the median) of data that is drawn from a log-normal distribution to the standard deviation of a log-normal distribution? To clarify, ...
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13 views

If predicted responses has an RMSE/MAE, how often will a prediction fall below the error? [closed]

As the title asks, If I for instance has a regression based model with an error rate, either in terms of RMSE (could be interpreted as a standard deviation?) or MAE, how often will the predicted value ...
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26 views

What distribution can be predicted more accurately?

I am working on simple statistical prediction. However, whatever i did, i come up with a high range. I have used standard deviation and also percentile. Yes they work well in the given data but the ...
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1answer
36 views

How to find probability of quantiles given mean and variance? [closed]

If someone could explain the process for beginning this and the formulas involved I would be grateful. Male height in the Netherlands is normally distributed with a mean of 73 inches and a ...
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14 views

Is it possible to get equivalences of Western Electric Rules in non normal distribution with percentile values?

I am not a statistician and I am a bit lost with these concepts, but I will try to explain my situation. I have a non-normally distributed data, and I am trying to apply the Western Electric Rules to ...
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1answer
21 views

Is this logic correct regarding how standard deviations work with a simple game example? [closed]

Say we have a game where you start at 0 points, you are allowed to get negative points per round and allowed to have negative total points. The points you earn each round is on average 1 with a ...
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1answer
11 views

When to use Bessel correction and and does it alter the standard error?

is there any condition about when to use the Bessel correction as Python uses it to find the Standard Deviation by default. The standard error of the mean is $\...
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1answer
27 views

accuracy of the mean

I am doing a study on the performance of Aquifer thermal energy storage systems. During this study, I get results with consist of a normal distribution around a mean. What can I now say about the ...
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16 views

Estimate standard deviation of responses from ANOVA

I've created an ANOVA table, but I'm being asked to estimate the standard deviation of responses based on this ANOVA table. I haven't been able to find any sort of formula anywhere about how to ...
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2answers
68 views

Using standardization methods to exclude erroneous outlier values

As my data has a lot of outliers, using mean to standardize data doesn't seem to be optimal. I'm experimenting with using median to classify outliers and stumbled upon robStandardize function from ...
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4answers
228k views

How to 'sum' a standard deviation?

I have a monthly average for a value and a standard deviation corresponding to that average. I am now computing the annual average as the sum of monthly averages, how can I represent the standard ...
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5answers
14k views

2D analog of standard deviation?

Consider the following experiment: a group of people is given a list of cities, and asked to mark the corresponding locations on an (otherwise unlabeled) map of the world. For each city, you will get ...
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1answer
116 views

Calculate Mean and Standard Deviation, when given the confidence interval and sample size

How can I calculate the sample mean and sample standard deviation, given that I know the sample size and the confidence interval for the mean? For example, with the info provided below: Sample size ...
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2answers
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Is mean absolute deviation smaller than standard deviation for $n\ge 3$?

I want to compare the mean absolute deviation with standard deviation in general case with this definition: $$MAD = \frac{1}{n-1}\sum_1^n|x_i - \mu|, \qquad SD = \sqrt{\frac{\sum_1^n(x_i-\mu)^2}{n-1}}...
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4answers
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Statistically significant difference between distributions only knowing the mean and std dev?

I have 3 specimens (A, B & C) and 5 sets of observations from A & B but only 4 from C. Each set of observations has been reported as a mean & a standard deviation. I do not have access to ...
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1answer
168 views

“Average” standard errors of multiple samples

let's assume that I have 3 subjects with each of them producing 5 values. Now, I can calculate the mean, variance, standard deviation, and standard error for each subject. Each subject has its own ...
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3answers
78 views

Standard deviation of a scaled Poisson process

Assume we have some Poisson process that produces events. In a given year we have counted $N$ of these events. Further assume that for some reason we need to report a monthly rate instead of this ...
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Need advice on acceptable means to convert lower and upper confidence limits of a lognormal distributions to median and geometric standard deviation

I have offered to help convert a monte carlo simulation from guesstimate (a streamlined monte carlo simulation tool) https://www.getguesstimate.com/ to Analytica in order to perform a more in depth ...
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1answer
32 views

When/why is the sqroot of the variance not a good estimator of the standard deviation? [duplicate]

From the (excellent) Schaum's Outlines for Probability and Statistics an example from the Estimation Theory chapter shows us that the typical estimation of the variance does provide an unbiased and ...
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26 views

Which is the better estimator for standard deviation?

Let $X_i \sim^{\textrm{iid}} N(\mu, \sigma^2)$. If I have measured $n$ values of $\textrm{std}(X_i)$ as $\sigma_1,\cdots,\sigma_n$, then what is the better estimator for $\sigma$: $$\hat{\sigma}_1 = ...
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2answers
34 views

Standard deviation of a dichotomous variable

Suppose, I have a dichotomous variable - gender: Male coded as 0 Female coded as 1 Frequency of male - 30 Frequency of female - 20 The mean of a dichotomous variable is just the proportion which ...
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Does it make sense to validate sales data using RSD?

Here's a nonsense example of data I'm working with: ...
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0answers
13 views

Expected standard deviation of probabilistic sample

Let's say I have a collection of $n$ individuals, each individual is associated with a single value $x_i$, with $i = 1, 2, 3, ... n$. I now gather a sample of $s$ individuals from this collection, ...
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Covariance Matrix (Long/Short Portfolio; Different Weightings)

I am attempting to calculate the expected one-day standard deviation of a portfolio in dollars. In other words, I am looking for the following: "I expect my portfolio to move _______ dollars on ...
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2answers
158 views

Compute standard deviation of accuracy

edit - more information about what the code given should represent The following pseudocode outlines the problem as I have it ...
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1answer
63 views

What is the point of calculating a standard error?

Say I simulate from a normal distribution $N(\mu, \sigma^2)$ 10.000 times using a couple of different methods. I can calculate the standard error as $s/\sqrt{10000}$ where $s$ is the sample standard ...
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1answer
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Kurtosis relation to error in variance estimate

For a normally distributed data, the std error of variance estimate is directly proportional to variance. However if the data has a very high kurtosis and is not normally distributed, would a high ...
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105k views

Mean absolute deviation vs. standard deviation

In the text book "New Comprehensive Mathematics for O Level" by Greer (1983), I see averaged deviation calculated like this: Sum up absolute differences between single values and the mean. Then ...
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70 views

Should the standard deviation vary along the curve?

I need to draw the error bars on a curve. in the images I have seen that this process is done, the bar lengths change from point to point. but when I do for my curve I get something like : I am ...
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2answers
451 views

Volatility of original vs. first-differenced series in ARIMA+GARCH in R

I want to do ARIMA-GARCH modelling on the daily prices of crude. Since ARIMA-GARCH model cannot be applied to the time series in R, I first differenced the series to convert it into a stationary ...
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1answer
873 views

How to calculate t-statistic for one day abnormal return (event study)?

How can I calculate if one day (event day) abnormal return is statistifically significant. I am trying to calculate statistical significance (using t-statistics but other statistics could be fine also)...
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22answers
202k 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 ...
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1answer
166 views

Relation of standard deviation between independent and dependent variables

Is there a relationship between the standard deviation of an independent variable to the standard deviation of a dependent variable? For example, if we know the standard deviation of a variable $x$ ...
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174k views

How do I evaluate standard deviation?

I have collected responses from 85 people on their ability to undertake certain tasks. The responses are on a five point Likert scale: 5 = Very Good, 4 = Good, 3 = Average, 2 = Poor, 1 = Very Poor, ...
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1answer
28 views

Proof of transforming data to desired mean and standard deviation

A question of how to transform data to a desired mean and standard deviation has been answered here. However I would like to understand the properties that make this possible. How does one prove that ...
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Population or Sample Standard Deviation for a Growing List of Video Game Race Car Performance Stats?

I'm making a growing spreadsheet comparing the performance stats of race cars (in the videogame Forza Horizon 4) upgraded to certain performance-indexes (which are basically performance-classes ...
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1answer
27 views

How do units match up in variance in Poisson and normal distribution?

I was reading about variance, and learnt that variance does indeed have units. Also, since it is essentially average squared deviation, it would be unit2. Taking an example from temperature use case: ...
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how to get the regression coefficient of standard deviation in trend analysis

I wonder how to get the regression coefficient of standard deviation in trend analysis. https://www.ncbi.nlm.nih.gov/pubmed/28420559 This article is about trend of BMI on 16 years survey. They ...
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1answer
38 views

Under what circumstances would one expect a correlation between mean and stdev?

I have a distribution in which the standard deviation is positively correlated with the mean (0.9). The stdev increases as the mean increases. The data is count data without zeros. I'm interpreting ...
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34 views

Probability and Normal Distribution

(sampling distribution) We randomly draw another sample of size $10$. What is the probability that the mean word count of these $10$ songs is greater than $436.531 = 374.9149 + \dfrac{2∗97.42498}{\...
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1answer
4k views

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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Appropriate sample size for model validation with RMSE errors

I have been looking over the internet for a way to determine the appropriate sample size for a validation experiment that validates the RMSE results from a deep learning (CNN) model. The network was ...
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1answer
73 views

Extract a significant sample of data from a non-normal distribution before modelling a fitting curve [closed]

Background: In my master thesis I am measuring how many areas(in square meter) are suitable for greening at different building height in an urban area. So I have two variable: Suitable Areas and ...
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1answer
22 views

Residuals standard deviation

What's the difference and the meaning of these two standard deviations: sd(residuals(mod2)) and sigma(mod2)? Thanks