The Stack Overflow podcast is back! Listen to an interview with our new CEO.

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.

459 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
8
votes
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 ...
6
votes
1answer
520 views

Evening out a set of buckets

(I am not strong in statistics so please forgive me if I don't use the correct terms here) Let's say I have a book with many (1000+) sections, and each section varies significantly in the number of ...
5
votes
0answers
2k views

Why do we need the SD line?

Why we need the SD line(magenta) and how does it help us, besides just passing through all standard units of x and ...
5
votes
0answers
959 views

Which normalization method for different units (zero, negative, etc.)

Commonly, normalization of ratings seems to mean adjusting values measured on different scales to a notionally common scale. I have different metrics that measure different performance aspects of a ...
5
votes
0answers
291 views

Derivation of prediction intervals for a normally distributed population with unknown population standard deviation

I have via the ISO standard 16269 found the solution to a problem that I've been working on. Based on a couple of independent samples from a normally distributed population, I would like to determine ...
5
votes
0answers
2k views

Propagation of uncertainty/standard deviations in biological experiments

I am trying to work out how to propagate standard deviations in a biological experiment, but I have some difficulties. I have the following (semi)fictitious data originating from an image analysis ...
4
votes
1answer
74 views

Why is the population standard deviation approximated as the sample standard deviation?

This question addresses calculating a p value from the mean and standard deviation statistics of a sample. I understand that the -general- philosophy is to divide the sample standard deviation by the ...
4
votes
0answers
319 views

Analytical linear regression vs cost function

I'm trying to fit data to a line $y=ax+b$ (you can download it in this gist). You can see a fit in the next image: To do so, I'm using analytical methods of minimization of the cost function, defined ...
4
votes
0answers
51 views

Why is the standard deviation the error on the singular measurement?

I'm a beginner with the study in data analysis in Physics. I'm trying to understand the meaning, in the field of experimental Physics, of the standard deviation $\sigma$ of a series of data. There ...
4
votes
0answers
2k views

Detecting outliers in non-normal distribution data

I'm working with data from a resistivity test. However, during the test it is common that a few measurement points are wrong due to technical failure. So I want to find and remove these points. I ...
4
votes
1answer
78 views

Distribution of ratio of 2 points drawn from normal distribution?

Let's say we have a known normal distribution $N(\mu,\sigma^2)$. I now draw 2 points $p1$ and $p2$ randomly from this Gaussian distribution for every observation, and repeat this process large number ...
4
votes
0answers
212 views

Backing out the standard deviation from information on baseline mean/s.d., and coefficient mean/s.d

I am trying to run a power calculation for a randomized control trial. For this I need a mean and standard deviation for our 'baseline'. There are papers out there which would have a mean and standard ...
4
votes
0answers
7k views

What does a squared coefficient of variation signify?

The coefficient of variation is defined as the ratio of S.D to mean, a dimensionless number which on multiplication by 100 gives the percentage of dispersion with mean. But when we square this ...
4
votes
0answers
194 views

Set of data and averaging/standard deviation

I have a set of data (positive real numbers < 1) in five categories. My aim is to show that the data in the last category is bigger than the other categories for a range of examples (the data set), ...
3
votes
2answers
24 views

Statistical dispersion metric for single extreme value

I have around a million sets of 8 datapoints. I would like to rank these sets of 8 data points. I am trying to identify sets where there is a single extreme value and the other 7 datapoints are of ...
3
votes
1answer
57 views

How to read the mean and standard deviation from a Q-Q plot

I wrote the following code in R to make the following qqplot. In a question I am asked to read the mean and standard deviation of the sample off the plot. I see ...
3
votes
0answers
30 views

Breaking Down Standard Deviation Into Smaller Units

I have calculated my standard deviation in winnings by session of playing poker, with each session being an average of X hours. Since everything in the poker world is discussed in terms of standard ...
3
votes
0answers
82 views

Why don't we use the n-1 correction for standard error of sample proportion?

From my understanding, when we construct a confidence interval for a sample mean with a sample size of n, we try to estimate the standard deviation of the sampling distribution $$σ_{\overline{x}} = \...
3
votes
0answers
45 views

How to calculate confidence interval of dynamic model (force) output from parameters mean and standard deviation?

I have a dynamic force model in time-series, let's say for example: $F(t,x,\frac{dx}{dt}) = p1\cdot x + \frac{p1+p2}{p3} \cdot \frac{dx}{dt} $ where p1, p2, p3 are parameters, x is displacement, $\...
3
votes
0answers
94 views

What is the proper method for calculating the Coefficient of Variation of a rate?

I have been asked to evaluate the variation between movement rates of fish within different systems (rates are in km/day). I have between 25-100 samples in each system. I understand that when ...
3
votes
0answers
56 views

compute the deviation of: $u_n=2.\frac{X_1+X_2+ \ldots +X_n}{n}-1$ and $w_n=max\{X_1,X_2, \ldots ,X_n\}$

I am about to compute the variance of the following two variables: $u_n=2.\frac{X_1+X_2+ \ldots +X_n}{n}-1$ and $w_n=max\{X_1,X_2, \ldots ,X_n\}$ which almost surely converge to $m$ I evaluated before....
3
votes
0answers
197 views

Comparing neuron “jitter” values across trials

I'm asking this question on the statistics forum because I'm wondering a bit about drawing appropriate conclusions supported by statistics from skewed data (if it belongs on another area of stack ...
3
votes
0answers
2k views

Circular variance

I'm attempting to replicate a particular analysis of circular data. The author of this analysis writes I calculated . . . variance . . . for the observed recall errors, defining variance as the ...
3
votes
0answers
330 views

Is Mean Deviation better than Standard Deviation for data mining?

I just read this article and it says Mean Deviation(MD) is more efficient than Standard Deviation(SD) when there are some errors in observations. Like in real practise. I don't know what 'efficient' ...
3
votes
1answer
46 views

Finding for constant in a standard deviation problem

Let $X_1, \ldots, X_n$ be sample observations. Show that for any constant $c$, $$ (n-1)s^2\le\sum(X_i-c)^2 $$ where $s$ is the standard deviation of the observations. My professor gave this to ...
3
votes
1answer
95 views
3
votes
0answers
3k views

How to calculate 'weighted' pooled/composite statistics for two given groups given group statistics

I have two sets of independent samples from the same distribution. For each, I have calculated sample weighted mean (u1, u2) sample weighted std deviation (d1, d2) sample weighted std error (e1, e2) ...
3
votes
0answers
2k views

How can I convert annual standard deviation to a longer period?

Quicken provides annual standard deviation of returns for a given portfolio using analysis done by the Newport Group. I'd like to convert this to a longer term number--say 10, 20, or 30 years. ...
3
votes
0answers
9k views

How can I calculate the standard error of a proportion?

I made a comparison of hatch success between 2 populations of birds using R's prop.test() function: ...
2
votes
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, ...
2
votes
0answers
31 views

Unbiased Estimator of the Standard Deviation of the Sample Standard Deviation

I'm looking for an unbiased estimator of the standard deviation $\text{SD}(s)$ of the sample standard deviation $s = \sqrt{\frac{1}{n-1} \sum_{i=1}^{n} (x_i - \overline{x})^2}$. I have found this ...
2
votes
0answers
52 views

How to quantify the uncertainty in a single value obtained from a large number of simulations

Im a physics student working on a project in which I have to simulate a machine that would order a bunch of molecules according to their mass. I want to get a quantitative measure of how well the ...
2
votes
1answer
40 views

How do you experimentally determine a minimum sample size to characterize a response?

I want to repeatedly perform a measurement until the distribution of response values stabilizes. Is there a standard metric to stistically conclude that new data does not contain new information? I ...
2
votes
0answers
79 views

Skill-based ranking system with individual performance

I am attempting to rank players in an online game and have successfully used TrueSkill to create a good ranking system however I would like to take it a step further and let individual performance ...
2
votes
0answers
193 views

Standard deviation of standard deviation of autocorrelated timeseries

I'm trying to get an estimate of the error in my sample standard deviation (not a statistician at all, hope I'm using correct terminology). The timeseries is normally distributed and follows an AR1 ...
2
votes
0answers
248 views

How to calculate standard deviation of 2D points along an arbitrary axis?

I have a data set $\vec P$ which consists of two arrays of coordinates $X$ and $Y$. I can calculate $\sigma X$ and $\sigma Y$, and derive the standard deviation of the vector lengths by $\sqrt{\sigma ...
2
votes
0answers
49 views

Regression on mean

Problem: My Dataset doesn't contain actual data, but it contains only mean and standard deviation of the features. And also those data(mean and standard deviation) are taken at equal intervals of time ...
2
votes
0answers
182 views

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 ...
2
votes
0answers
53 views

Test whether the mean value differs significantly from the certified value

The table shows the results (% Ti) of alloy samples containing different certified amounts of titanium and I am asked to for each alloy, test whether the mean value differs significantly from the ...
2
votes
0answers
527 views

Iteratively Compute Mean and Variance on Dataset of Images

Not sure where is it better to ask this question because it is kind of between implementation details and conceptual question. Probably it should be moved somewhere else. I need to normalize images ...
2
votes
0answers
889 views

standard error & standard deviation (Poisson counts)

I observe 25 events over a period of 50 seconds. I assume that the events are generated by an underlying Poisson process. What is the standard deviation of the count? What is the standard error of ...
2
votes
0answers
739 views

Correlation coefficient with standard deviation

I quite often find myself testing hypotheses in which the standard deviation of one (Normally distributed) variable is linked to (the mean of) another variable. I would like to be able to express the ...
2
votes
0answers
838 views

Unbiased estimator of standard deviation. Simulation results

As an exercise I decided to check if unbiased estimator of standard deviation of sample is giving better results than biased estimator . So far it looks that only in aprox 55% cases. Am I doing ...
2
votes
0answers
35 views

Estimate SD using pass rate and median of large-scale exam

I have a list of medians and pass rates for national exams (scores go from 0 to 100) and need the SD. I do not have access to the individual scores. I am assuming normal distribution. How do estimate ...
2
votes
0answers
42 views

Isn't the standard error actually larger than it should be?

I have this distribution: $\{1, 2, 3, 4\}$, $\sigma = 1.118$ and I wrote down all the possible samplings of $n=2$ and their respective means: Samplings: $$\{(1,2), (1,3), (1, 4), (2, 3), (2, 4), (3, ...
2
votes
0answers
27 views

What are the most adequate parameters for assessing bias in propensity scoring systems?

I am analyzing a very large dataset featuring scores in a sport. The only information I have is the scores of many athletes in various locations, which are organized in the following way: ...
2
votes
0answers
76 views

Simple descriptive statistics with inter-quartile mean. What about standard deviation?

If one summarizes a data set with an inter-quartile (iqm) mean, rather than the mean calculated using the complete data set, is a standard deviation (sd) calculated using the complete data set then ...
2
votes
2answers
106 views

modelling the standard deviation as a function of x?

This may be very simple. Consider the following figure, minus the robot. How can I model the standard deviation of Speed as a function of Rep I can chop the rep up into arbitrary pieces (e.g. 2000 ...
2
votes
0answers
321 views

How to calculate a new mean from different means for my Systematic Review and how to calculate a new SD?

I am currently doing a systematic review on distal radius fractures. I want to give a mean age and sd in my systematic review. Therefor I need to calculate the mean from all the different means of the ...
2
votes
0answers
402 views

Threshold value for Cluster after document similarity

I have N documents. I have found out cosine similarity between all documents. T = (N*(N-1)/2) Because docSim between a document with itself is 1. Now, I have one query and I want to find out all ...