Questions tagged [z-score]
The z-score of an observation is the number of standard deviations above or below the mean of the distribution of observations from which it came.
254
questions
0
votes
0answers
18 views
Test if a data point originated from a gaussian process when confidence region is wide
My question is about calculating the probability that a data point was generated from a gaussian process
My setting:
I have a training set of pairs of observations denoted $\mathbf{x} = ((x_1,y_1),(...
0
votes
1answer
31 views
Z score interpretation
For example, I have a normal distribution of grades with mean = 30, SD = 2 and my observation = 60. Then the z-score would be 15. I would interpret it as 60 is 15 SD away from the mean.
However, I can ...
0
votes
0answers
16 views
Z-Scores: Robustness to deviations from normality compared to t-tests?
I have found several journal articles that discuss the robustness of t-tests to deviations from normality.
I have not been able to find any articles, at all, that discuss the robustness of z-scores to ...
1
vote
1answer
46 views
Probability of a sample mean higher than population mean
I have solved this question but I am not sure if what I did is correct:
It is found that the population mean and standard deviation for the paper are 45.292 and 18.761 respectively. Find the ...
0
votes
0answers
12 views
How to reasonably use z-score time series with goal-setting? [closed]
I have several business groups that periodically report on their individual primary metrics. The metrics differ in units of measure - some are numerically on the order of 10^6, others on 10^2, and so ...
0
votes
0answers
18 views
Z-score representative of p.value < 0.05 for non-normal data? [closed]
I have a non-normally distributed dataset. The Z-score for each column ranges between (0-8) and (0-12) and they are severely skewed to right. I was how I can find the Z-scores representing p.values of ...
0
votes
0answers
8 views
quantile-quantile plots theoretical z-scores
I looked on stackexchange and didn't not find any answers, hopefully someone can explain this intuitively.
In quantile-quantile plots to see if my data is normally distributed, I understand that we ...
0
votes
0answers
6 views
How to compare effect of one Independent variable (time) on different dependent variables
For my research I have measured 3 different biomarkers with different scales (e.i. two are concentration and one is a ratio) inside the same population at time 0 and 2h and 4h after food ingestion. I ...
2
votes
0answers
16 views
Creating Z-Scores for Meta-Analysis
I will be conducting a meta-analysis that compares post-treatment changes in depression between the control and intervention groups. I have the Mean, SD, and N for depression at both time-points. ...
3
votes
2answers
720 views
is it possible to get Z-score ranging from -17 to +20
I have a data set in which I am trying to find outliers. I am using python libraries to get the Z-score value using below code :
...
0
votes
0answers
6 views
Order of normalizations in time-series data model
I am using the Multivariate Gaussian model on time-series data. I smooth the data using moving averages first and then apply Z-score transformation, and then fit the model. now my question is do I ...
1
vote
1answer
23 views
Compare Z-scores (weight) before / after with a T-test?
I'd like to ask you if it's possible to perform a T test to calculate Z-scores ( weight of persons ) https://www.cdc.gov/growthcharts/clinical_charts.htm
with a t test in the same group ( paired t ...
1
vote
1answer
30 views
How to find the upper outlier threshold in a right skewed distribution?
Say we have a right skewed distribution (tail on the right side) like income. Above what value can I consider data points to be outliers?
One way could be Q3 (75th percentile) + 1.5 * Interquartile ...
1
vote
0answers
27 views
how to z-normalise time series?
Suppose I have 1000 samples of time series, every one of which has 150 points.(If sample frequency is 150 Hz, then every one of the time series stands for 1s.)What is the correct way to z-normalise ...
0
votes
0answers
14 views
Statistical Significance of Rolling Z-Score and Z-Score w.r.t. Central Limit Theorem
I have a very fundamental doubt regarding the z-score and rolling z-score method. As per the central limit theorem: http://sphweb.bumc.bu.edu/otlt/MPH-Modules/BS/BS704_Probability/BS704_Probability12....
2
votes
1answer
93 views
Estimating user percentile given avg, min, max for multiple tests
I have data that given me both a user's score for a test, along with the high, average, and low across the class for every test. How would I estimate the user's percentile with this data?
We know ...
5
votes
1answer
148 views
Estimating users z-score given avg, min, max for various tests
Given a series of tests, where we are given one users score, the overall minimum, the overall maximum, and the overall average, how would I estimate the user's z-score on total score (ie. sum of all ...
0
votes
0answers
12 views
testing significance between more than 2 groups with Standard Error in values ( American Community Survey)
The American Community Survey (ACS) provides estimates for socio-economic variables across USA, with different spatial resolutions (County, Zip Code, Centus Tract...).
For each variable and each ...
0
votes
0answers
25 views
Why are we using Z-score to test if $\beta_j$ is equal to $0$ in linear regression
The book Elements of Statistical Learning while discussing the Linear Regression on page 48-th states that to tests if $\bar{\beta_j} = 0$ we will form the $Z-score$, where $$ z_j = \frac{\bar{\beta_j}...
0
votes
1answer
59 views
Can I use z-scores with an exponential distribution? Or is there another test statistic for these types of distributions?
I have an exponential distribution for a population. $\theta = \mu = \sigma$ is known. Sample size $n$ is known. I need to find $"š(š<šĀÆ<š)"$ for a random sample with size $n$.
I think I am ...
0
votes
1answer
33 views
How to combine two measurements at different scales without affecting outliers
I have two set of measurements with different scale:
Unemployment: range (1000 - 100,000)
Unemployment growth in a year: range (0 -100)
I want to see the combine effect of these two ...
0
votes
0answers
14 views
Outside of making machine learning work better, what do z-scores do and what do they mean intuitively?
My Own Research:
I've read all the Wikipedia articles I could find on z-score and standardizing variables. I've also searched Cross validated using terms like "intuitive meaning of z-score" and "Why ...
1
vote
2answers
27 views
What is proper solution when dealing with 0 std for z-score computation?
I have some historical data (example purpose):
historical = np.array([95,96,94,93,92])
and also i have a current value:
...
4
votes
1answer
125 views
Concept of a z-score for a gamma distribution
This is a somewhat general question. For the normal distribution we have the handy concept of the z-score that can be used to measure distance from the mean in a standardized way. I've encountered a ...
0
votes
0answers
12 views
Z-score standardization and Synthetic Controls
I am creating synthetic controls (using the gsynth package) in R for a small group of counties. My outcome data are highly skewed right because of lots of zeros', so I have z-score standardized it ...
0
votes
0answers
60 views
How to compute p-values from modified z-scores (Iglewicz & Hoaglin) for FDR correction?
I have made good experience with using the modified Z-score for outlier detection in approximately normally distributed data, which was also discussed e.g. here and here.
However, if applying many ...
2
votes
2answers
270 views
How to calculate the minimum of the difference between the upper and lower bounds of an interval?
Let's say $X$ ~ N(500, $50^2$) and $P(a<X<b)=0.95$. How can I calculate minimum(b-a)?
0
votes
1answer
32 views
Normalise scoring
I'm trying to solve the following problem. Multiple people score multiple vendors. The problem is that some people are less critical than others which results in them giving higher scores in general. ...
0
votes
1answer
20 views
Comparison of standard scores vs percentile scores or categorisation. Which one is more powerful?
I am researching on anxiety levels in a population including 80 subjects before and after an intervention that possibly might be cause to rise in anxiety levels. I wonder which method is more correct ...
0
votes
0answers
23 views
What are the explicit formulas for the cumulants in terms of z-scores?
I'm trying to calculate the first few cumulants of a random variable using $Z$-scores.
The situation
Suppose we have a random variable $X$ with mean $\mu$ and standard deviation $\sigma$, and define ...
0
votes
1answer
18 views
how to treat binary variables when normalizing for DL model?
So I am doing preprocessing for deep learning model. I have mix of binary and continuous variables. I will normalize continuous variables to z-scores (to standard normal distribution). Should I "...
0
votes
0answers
43 views
Scaling before autoencoder for anomaly detection
So I want to use autoencoder for binary classification (0 is normal, 1 is anomalous sample). I have training data which are artificially balanced and consists of both 0-s and 1-s, and testing data ...
0
votes
1answer
50 views
Outlier detection using the difference between two z-scores
Long story short: Can you use the difference in z-score of two variables as an outlier detector.
I have this data set which had poor quality data. Lots of measurement/human error and probably also ...
1
vote
1answer
52 views
Can the output of a probit regression with a Z-score predictor be interpreted as a standardised effect size?
I want to obtain a standardised effect size for a regression with a binary outcome. If I standardise the (continuous) predictor and run a probit regression, the resulting coefficient can be ...
1
vote
1answer
64 views
Why is the denominator of z-score for linear regression coefficients called standard error?
In machine learning and linear regression applications, the z-value is given by the following formula:
$$z_j = \frac{\beta_j}{\hat{\sigma}\sqrt{v_j}}$$
where
$$\hat{\sigma}^2 = \frac{1}{N-p-1}\sum_{...
1
vote
0answers
20 views
Why do we use z-score proportions when we can easily calculate the exact proportion?
What's the purpose of z-score proportions when I can easily find the exactly proportion by counting how many measurements there are in range(x,y) and divide by sample size?
0
votes
0answers
8 views
Assessing variability in a repeated measures study
I want to assess technical variability/dispersion between several same-subject measurements (i.e which groups have more variability):
My data consists of a set of cases (with age and sex variables) ...
0
votes
1answer
96 views
Correct z-score implementation for a hypothesis test in Python?
I have been getting some bizarre z-score calculations and wanted to confirm whether my concept and/or implementation is correct.
I have a pandas DataFrame ...
0
votes
1answer
32 views
Hypothesis testing critical value [closed]
-4.67 < a negative z $\iff$ 4.67 > a positive z
I don't understand this equation, please help me.
0
votes
1answer
25 views
PCC as covariance of z-score scaled variables and weights incorporation
I've usually seen the Pearson Correlation Coefficient as :
$$
\text{PCC}(u,v) =
\frac{
\sum_{i \in I_u \cap I_v}{
(r_{ui} - \mu_u)(r_{vi} - \mu_v)
}
}
{
\sqrt{
\sum_{i \...
0
votes
0answers
28 views
Z-score from Skewed Student T
I'm implementing the following method. The text is provided for background, but my question is about line (8).
Am I understanding this as "a z-score generated from a standardized skewed Student t?"
...
0
votes
0answers
18 views
z-score using arithmetical mean or annual compounded return
I want to predict the probability of a specific stock market index return based on a set of 90 yearly returns.
For doing that, I thought about normalizing the data and then use the z-score to ...
0
votes
1answer
59 views
How to determine 95% confidence interval for known population variance?
Consider group 1 only and suppose that the population variance is 12. What is the 95% confidence interval for population 1?
Group 1 (Experimental Group)
X bar 1 = 33
Sample size = 10
Population ...
0
votes
1answer
292 views
Way to make Z-Scores Positive
Hoping for some help with this. I need to calculate the the ranking for a number (eighty or so) groups, based on a number of component scores. Each component score is weighed. For example:
Component ...
1
vote
1answer
97 views
comparing z scores from variables with different value range
I'm trying to understand z scores and how to use them.
As far as I understand, I can use the z transformation to be able to compare different variables with different value range, that were not ...
0
votes
1answer
98 views
QQ plot comparison of z-normalized datasets
I want to make sure I'm correct in my assumptions.
I'm predicting financial returns by using different ML models. There are 4500 values in each dataset.
The density plots of all models are shown like ...
-2
votes
1answer
59 views
How to convert data (percentages) into z-scores?
I have data for total population and percentage of smoking for 10 cities. The data look like below:
How do I convert the percentage_smoke into z-score? Do I need to take into consideration of the ...
2
votes
1answer
44 views
Significance of differences between group-differences
Background: We have RNA-seq data (a method to quantify the expression of genes in a cell) from different cell types. These data were normalized using a method called TMM and then log2-transformed ...
2
votes
1answer
478 views
Calculating P-Value of a Z-Score without using Z-Table [duplicate]
I couldn't find any videos or documentation that shows how to calculate p-value of a z-score without using z-table. Isn't it possible or is it that hard?
I know i can use scipy to get that ...
0
votes
1answer
40 views
Validate Z-score Formula
I need need help validating a formula for a z-score. I have a book that I enjoy but in my re-read of the materials, I have found that the author has made some fundamental errors in their writing. So, ...
