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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Standard deviation of the sum of two normally distributed random variables

$X\sim N(52,6)$, $Y\sim (40,8)$. What's the standard deviation of $Z=X+Y$? I'm considering to transform the linear relationship to matrix form $$Z=\begin{pmatrix} 1& 1\\ \end{pmatrix}\begin{...
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Which is better, SD or SE in line charts?

Among the literature, some line charts use mean/SE but others use mean/SD. Which is correct or better?
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A robust (non-parametric) measure like Coefficient of Variation -- IQR/median, or alternative?

For a given set of data, spread is often calculated either as the standard deviation or as the IQR (inter-quartile range). Whereas a standard deviation is ...
Assad Ebrahim's user avatar
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Representation of standard deviation in statistical range

I have computed the mean and standard deviation of a variable in a dataset, and I wish to represent these values in a report. Is the following the correct way to go about this? $1.23 \pm 0.52 \sigma$,...
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method of moments with variance=$\sigma^2$

I am trying to estimate the value of a parameter by equating variance from a distribution to the sample variance... i.e. using method of moments estimation. Would it better to use the variance formula ...
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How to report the standard deviation of a sample of averages?

If you have a 100x100 grid of values and you want to report the standard deviation of an area that takes up a 20x20 portion of the grid, this is not problem. But what is the correct way to calculate ...
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Is ANCOVA proper for my experiment?

I've got a serious problem when trying to analyse the data of my psychological experiment. Here are the details of the experiment: In each trial, subjects were presented with lateralized colored ...
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1 answer
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Individual patient data meta-analysis with SD's as outcome measure

I'm reading the results of an individual patient data (IPD) meta-analysis. The outcomes of the study is expressed in standard deviations (SD's). Comparisons between groups are stated as 0,23 (95% CI 0....
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Explanation of confidence interval in example in Gelman and Hill

Gelman and Hill have an example in their text where they analyze this birth related dataset. I understand the idea behind the analysis, but I can't verify the actual confidence interval that they ...
dazed_and_confused's user avatar
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Are $\sigma_{70\%} = cte * \sigma /\sqrt{N}$, & $\sigma_{\bar x_{70\%}} = cte * \sigma /\sqrt{N}$ valid with non-normal distributions?

My working population is non normally distributed and from time to time I need to take a sample of it. Sometimes my sample exists of 100 units, at other times of 150 units. Of my sample I calculate ...
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What's the difference between variance and standard deviation?

I was wondering what the difference between the variance and the standard deviation is. If you calculate the two values, it is clear that you get the standard deviation out of the variance, but what ...
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Meaning of "standard deviation units" in a test for statistical significance (basic)

For my chemistry class, I have to do some statistics on a set of data. One of the things I have to do is eliminate outliers via the 4D rule. Unfortunately my teacher is also absent, so I can't get ...
Eric Thoma's user avatar
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Given two sets of data, what could explain similar means but different standard deviations?

Given two sets of data of user activity, both of which appear to be in an exponential distribution, I have calculated the mean and standard deviations using both a mean/deviation and a sample mean/...
chris nielubowicz's user avatar
6 votes
2 answers
3k views

Mahalanobis distance and percentage of the distribution represented

In a one dimensional normal distribution, it is really handy to know that 68% of the data are within one standard deviation, 95% lies within two standard deviations, etc. My question is about the ...
John Robertson's user avatar
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How do I quantify a discrepancy which only exists in a subset of data?

I was looking at two different correlations (BU-OEU and BC-...
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Heteroskedasticity and standard deviation

I am looking at state-wide data (entire population) of a school's grade as a function of the school's poverty index. The data appears to me to be an unconditional heteroskedastic distribution. I am ...
Gregory MacDougall's user avatar
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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 ...
Andreas Wittberg's user avatar
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Can RSD be pooled or is it valid to use the uncertainty propagation rule?

This might be a strange case, but I'm sure that somebody in here can help me and that I'm perhaps not the only one who wants to pool RSDs correctly. Consider this: The mean weight of a powder bed is ...
Norfeldt's user avatar
1 vote
2 answers
250 views

Calculating if population mean differs from a given value

I have an exam in two days and can't figure this out at all: In the local cola canning factory, the mean fill of cans is set at 300 milliliters but there is concern that the population mean fill ...
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Outlier detection for heavy-tailed data

Applying modified z-score for outlier elimination on some data (Iglewicz and Hoaglin, 1993), I discovered that a big proportion of the data (~10%) was outside the range ...
Florian Bw's user avatar
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What is the correct SD to use to get a 95% CI for skewed data?

Let $X = [94, 10, 100, 100, 16, 14, 100, 100, 70, 88, 100, 100, 12, 100, 100, 58, 32, 100, 32, 36, 98, 0, 100, 100, 100]$ where $X$ are students' scores (between 0 and 100), and note many full marks! ...
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Validating data set using standard deviation

Suppose I have two data sets. The average of one data set is 5.5 secs and the standard deviation is 0.0435. The average of the other data set is 5.2 secs but the standard deviation is 0.5123. I know ...
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What is the standard deviation of a gaussian filter?

I was referring to this thesis, High dimensional gaussian filtering for computational photography (or pdf), for understanding gaussian filters. However, I didn't understand one part. The gaussian ...
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Why does this excerpt say that unbiased estimation of standard deviation usually isn't relevant?

I was reading on the computation of the unbiased estimation of standard deviation and the source I read stated (...) except in some important situations, the task has little relevance to ...
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How do I test for lower variability induced by systematic missings?

In my data, some individuals have missing data on the central predictor (father missed the intake assessment). Comparing the DVs' means for those with a missing/non-missing predictor yielded some ...
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Standard deviation in SERVQUAL

I'm doing a project on measuring customer satisfaction using SERVQUAL. How do you calculate the standard deviation of each statement? For example, if for one of the questions, there were: 2 ...
Tanishka's user avatar
116 votes
4 answers
121k views

Difference between standard error and standard deviation

I'm struggling to understand the difference between the standard error and the standard deviation. How are they different and why do you need to measure the standard error?
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How can I use standard deviation/SEM to assess the appropriateness of replacing missing values with the mean?

I have a data set consisting of reaction time (RT) measurements. These will be used to calculate the duration of experimental trials in an MRI study. In each block (experimental condition) there are ...
tony gabay's user avatar
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1 answer
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How to combine standard deviations?

I have a series of repeated measurements of light intensity at different points on a grid. I have made a histogram for each point showing the relative difference between modelling and measurement. My ...
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Is a biased or unbiased estimator used for pooled SD in calculating Cohen's d?

When calculating Cohen's $d$ for independent samples, you must use a pooled $SD$. However, I have seen both of these: $$SD_{\text{pooled1}} = \sqrt{\frac{ (n_1 - 1)s_1^2 + (n_2 - 1)s_2^2}{n_1 + n_2}}$...
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Understanding the calculation of the independent samples Cohen's d from t & df

It seems that for calculation of Cohen's $d$ (an estimate of effect size), you should use the difference in means (or in one-sample case, from baseline), divided by $SD$, if that information is ...
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1 answer
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Statistic hypothesis testing - Standard deviation less than 0.4

There was too much snow on the highways, so the mayor of the town sent snowplows to spread some chemicals on them. There is a standard of how much of one specific substance should be present in the ...
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1 vote
3 answers
832 views

Confusion regarding the confidence interval

I have some confusion regarding confidence interval. I was going through this link http://www.stat.yale.edu/Courses/1997-98/101/confint.htm It has something like this: Suppose a student measuring ...
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Standard deviation if in Excel

I have three variables some of which are occasionally 0 which is a na and not a sample. I would like to calculate the standard deviation of the remaining two items but there isn't a deviation if like ...
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2 answers
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Accuracy of a telescope, measurement without systematic error

I got these values from the measurement: 20.1, 20.2, 19.9, 20, 20.5, 20.5, 20, 19.8, 19.9, 20 I know that the actual distance is 20 km and the error of the measurement is not affected by the ...
user1111261's user avatar
5 votes
2 answers
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From confidence interval to standard deviation - what am I missing?

Given: Crude incidence rate per 100,000: 164 population: 211,101 95% CI: 147-182 What is the standard deviation of the incidence rate : My calc: Standard error:(182-147) / (2 x 1.96) = 8.93 ...
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Conceptual understanding of root mean squared error and mean bias deviation

I would like to gain a conceptual understanding of Root Mean Squared Error (RMSE) and Mean Bias Deviation (MBD). Having calculated these measures for my own comparisons of data, I've often been ...
Nicholas Kinar's user avatar
2 votes
1 answer
509 views

Calculating standard error for a Normal population

I'm a programmer, with a decent but not-expert knowledge of stats, and I'm working through these instructions for how to create funnel plots. I understand from a previous question that the standard ...
Richard's user avatar
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2 answers
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How to compute standard deviation of difference between two data sets?

I am running an experiment where I collect two data sets and I wish to measure the difference between the two. The two data sets are independent, with unknown probability distribution, and may not ...
Rasman's user avatar
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How to calculate expected value and standard deviation if I have 100 values divided into 15 groups (normal distribution)?

These are the values: ...
user1111261's user avatar
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1 answer
285 views

Real data collection with small population

I performed an actual scientific experiment and I was only able to collect 2 data points. I am wondering what kind of statistical method I can use to analyze the data. I performed a similar ...
karambole's user avatar
3 votes
2 answers
6k views

Size of the data set for measuring variation

This might be a simple question but I am unable to find a solution on the web. I would like to measure variation of some numerical data. What is the minimum number of values I should use for measuring ...
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1 vote
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Beginner's question—Dealing with ordinal data (scoring of a medical effect)

I'm a biology PhD student dealing with ordinal data (scoring of a medical effect: 0–3 points) for the first time and I'm looking for information regarding differences in treating ordinal numbers in ...
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How can I find the standard deviation of the sample standard deviation from a normal distribution?

Forgive me if I've missed something rather obvious. I'm a physicist with what is essentially a (histogram) distribution centered about a mean value that approximates to a Normal distribution. The ...
Tan's user avatar
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1 answer
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Where did this risk exposure 'estimation-formula' come from?

I was reading a book and the authors metioned that risk exposure can be estimated scientifically using this forumula: $risk(\$) = \frac{(a + 4m + b)}{6}$ and standard deviation $\sigma = \frac{b-a}{...
PhD's user avatar
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1 vote
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Calculating standard deviation of the output of a numerical experiment

I am simulating a game of Roulette (in R), where I simulate a gambler that starts with £100, spins the wheel 10 times according to some strategy (e.g. bet £5 each ...
James Highbright's user avatar
3 votes
1 answer
834 views

Comparing standard deviation across multiple time horizons

I am working on comparing a number of investments and am attempting to do a relative risk comparison but am having troubles ensuring accuracy with the standard deviations. A number of the ...
Evan's user avatar
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4 votes
0 answers
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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 ...
bioinformatician's user avatar
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1 answer
5k views

How to use standard deviation to place items in categories?

I would like to somehow use the standard deviation of the following set of numbers to categorize values into five different groups. How would I do this? Do I take the max value of the set and divide ...
chobo's user avatar
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1 answer
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What is the pooled standard deviation of paired samples?

I am trying to do a priori sample size calculation based on published results. However, I am unable to obtain a reasonable estimate of the published effect size (which is not reported) as I am unable ...
Henrik's user avatar
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