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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How can I separate my data into bins and plot their averages and standard deviations on a line chart? [closed]

Unfortunately, I'm kind of stuck with excel and sheets - I don't really know any programming languages. I have 3 columns of data and I'm sorting it by binning based on one of the variables and ...
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Confidence intervals for a joint probability distribution [duplicate]

I've asked this question before but it was marked as a duplicate with this question that didn't answer my question. My question is as follows: I have a 2-D probability distribution along the lines of ...
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What is the sd() and standard_deviation() function in R? [closed]

check <- (sd(houses$area) == standard_deviation(houses$area)) #The check variable is FALSE, which means they are not equal. My question is how do I know which ...
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Generalizing variance to two dimensions [duplicate]

I have a 2-D probability distribution along the lines of this plot: I know how to find the confidence interval for a 1-D probability distribution (by the definition of standard deviation or the 68-95-...
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How do you compare standard deviations?

For example, if I am a scientist evaluating 2 methods to determine blood glucose and I want to compare if one is more variable, I would take, say, 6 samples from each person (subject) and use Method A ...
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Need help understanding Bernoulli standard deviation

I'm looking at the solution of a homework problem from a class I took many years ago and I'm not understanding how they calculated standard deviation (see question 1C here: http://datasciencelabs....
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Determine whether an error is random?

We have two measurements of the temperature of the same object as: $T_1 = 46 \pm 2 F$ and $T_2 = 58 \pm 6 F$. Normally, the agreement between the measurements could shown to a standard deviation by ...
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Understanding Standard Deviation for non-normally distributed data [duplicate]

On a normal distribution curve, standard deviation tells us how much data fall in each group around the mean, according to empirical law. So, for example of SD = 14 and sample mean($\bar{x}$) = 50, as ...
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Why is variance (instead of standard deviation) the default measure of information content in principal components?

The information content of principal components is almost always expressed as a variance (e.g., in scree plots or in statements like "the first three PCs contain 95% of the total data variance"). The ...
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How to find margin of error for 99% confidence interval for skewed distribution?

Google Sheet of data I have the value and the frequency of the data. As you can see in the data sheet, the count number is quite high, so I am not able to write out the entire list of the data (ex. 2, ...
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How can I calculate the standard deviation by year using aweights in stata? [closed]

Without using the weights is easy with egen but I don't how to use the weights.
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1answer
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Find new mean from Normal probability

I have a problem as follows. Life of tyres normally distributed for a specific make. mean=24,000 km and sd= 2500 km. Question is: As a result of improvements in manufacture, the length of life is ...
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How to simulate standard deviation

I would like to simulate data based on real data captured. The real data captured is 15 observations. The simulation based on the existing data is 100 observations. I have a mean and standard ...
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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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Standard Deviation of Bernoulli trials / Bernoulli process with different probabilities

If 20 independent Bernoulli trials are carried out each with a different probability of success and therefore failure, what is the standard deviation of the result? How is this calculated?
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Standard error of model residual SD from simulation

I'm futzing with getting the SE of model residual standard deviations from a linear regression, and keep getting narrower errors than I should - and I'd like to figure out why. The basic approach I'm ...
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Same mean but different standard deviation, how to interpret?

Can i just assume they have the same behavior? i need some advice on how i would look at these graphs. Should I use standard deviation to analyse fluctuation or median instead of mean? or can i just ...
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How can I calculate the mean and variance of a linearly transformed random variable?

Say I have a random variable $x$, with mean $\mu_x=35$ and standard deviation $\sigma_x=10$. I want to linearly transform $x$ to $y$ according to the formula $y=a+bx$ so that $\mu_y=100$ and $\sigma_y=...
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How to interpret two graphs/data with the same mean but different standard deviation?

I have two lines with the same average, but has more fluctuation, do i analyse them in the same way and make conclusion? Basically i need some advice on how i would look at these graphs. Should I use ...
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Calculate standard deviation from sample size, mean, and confidence interval?

I wonder if I can back calculate standard deviation from mean, sample size, and confidence interval. For example: mean age = 40.2; sample size = 427; and 95% confidence interval = (38.9-41.5) And if ...
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Data normalization by using mean and standard deviation - Strange example

I read a paper which talks about two samples; the first one concerning data (e.g. resistance $R_{ct}$) from a biosensor1 (called module), the second one concerning data from biosensor2 (called CHI). ...
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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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K-Fold Cross-Validation - Formula for Standard Errors

I've recently tried to understand and formalize the one-standard-error rule for model selection by means of cross-validation. However, unfortunately I found most of the descriptions of the CV standard ...
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Understanding RSE(Residual Standard Error)

I am reading the book " An Introduction to Statistical Learning " and I have trouble understanding their explanation of RSE(Residual Standard Error ) . This is what the book says : "The ...
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Why is the standard deviation for this data zero, and what does that imply?

I found the following data for 1000 rolls of a 20-sided die by a dice program: [38, 53, 47, 42, 58, 42, 47, 56, 48, 57, 49, 49, 47, 45, 43, 49, 52, 55, 62, 61] (...
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Compute means using number of observations and standard deviation

Is it possible to compute mean using standard deviation and number of observations?
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How to interpret standard deviations when comparing two variables (when taking log)?

I'm comparing two models, in one model I take the log of one of the independent variables (in the other I don't). I've compared R squared values, but I also want to compare the variables themselves. I ...
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Why isn't absolute deviation used [duplicate]

If the reason that standard deviation is used is that it's easier to just square the distance every time than find the absolute value. Then why is √(E(x-m)^2)/n not used because if I'm not mistaken |x|...
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Standard deviation in impulse response function and significance of IRF

I have a VAR model and at this moment I'm using Gretl software. Gretl computes shock of IRF as one standard deviation and I saw that in many papers it is interpreted this way either. But I don't ...
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Project estimate assumptions with PERT and confidence interval

I've read the Wikpedia article Three-Points Estimation and the book "Software Estimation" written by Steve McConnell. I globally grasped the process, however I have very little knowledge in ...
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PERT pessimistic formula and standard deviation

I've just read the book "Software Estimation" written by Steve McConnell. I have very little knowledge in statistics. The well known PERT formula to estimate the time of a task is: ...
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1answer
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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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Normality of residuals vs sample data; what about t-tests?

An addition to the common confusion about normality testing in inferential statistics for general linear models: I understand the assumption of normality refers to the residuals in ANOVA and ...
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Impact of standard deviation that is caused by a new variable

Assume you have a distribution. $$\left\{X_1,X_2,X_3 \dots X_n\right\}$$ For this distribution the standard deviation can be say, 50. We introduce a new variable or a sample item to this distribution. ...
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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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Mean and SD of daily log returns

Assume a given stock's log returns are normally distributed, its average annual log return = 100% and annual standard deviation (or volatility) = 200%. Given a trading year of 250 days, what are $\mu$ ...
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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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Meta-analysis of standard deviations

Does anybody know whether it's possible to conduct a meta-analysis, outcome of interest being difference in standard deviations between two medical interventions, instead of the difference in mean? ...
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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.
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Scaling regression coefficients Take 2: Gelman (2008) approach

I am asking a follow-up question about interpreting regression coefficients that have been scaled following Gelman's (2008, 2009) recommendations. Original recommendation to divide continuous ...
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1answer
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Measuring share contribution of each var/cov term to the standard deviation of a sum of variables

Say, for a simple example, I have a random variable $X = \alpha_1 X_1 + \alpha_2 X_2$, where $X_i$ are random variables and $\alpha_i$ are weights. I then calculate the standard deviation of $X$ as $\...
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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 ...
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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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1answer
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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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How to calculate p-value?

I'm looking at two sets of data: timestamps for some known events, and timestamps for events measured by an instrument. I want to determine whether that instrument is "seeing" those events. ...
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Seeking possible explanation for log2 normal distribution of sample standard deviations

It is my understanding that: The standard deviations of samples drawn from a normal distribution follow a chi-square distribution. A chi-square distribution with a large value of degrees of freedom ...

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