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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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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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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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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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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 ...
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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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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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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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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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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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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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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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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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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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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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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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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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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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 $x$ ...
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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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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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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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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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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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 ...