In Probability and Statistics, the standard deviation of a statistical population or data set is a measure of how much variation or dispersion exists from its average value. It is defined as the square root of the variance.
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Variance of a max function
Say $x_1$ and $x_2$ are normal random variables with known means and standard deviations and $C$ is a constant. If $y = \max(x_1,x_2,C)$, what is $\mathrm{Var}(y)$?
Well, I forgot to tell that $x_1$ ...
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192 views
math distribution of averages and distribution of standard deviation for comparison of bytes
Let me change my question:
I have a sequence of 512 numbers (these 512 numbers can have a value between 0 and 255) (in computer mode these numbers can be between 00000000 and 11111111 (bits)). For ...
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2answers
107 views
How to vary increase of x as n increments through the Fibonacci series?
Excuse my incorrect use of terminology, I hope my question is clear:
I am coding a Python module which tests whether a given number is a member of the Fibonacci series. No problem with that. ...
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32 views
to calculate standard deviation using mean and sample size
Given the mean as 1336 and sample size as 24, how to calculate standard deviation when the deviation scores and sample figures are unknown.
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161 views
How to calculate standard deviation for a series containing both positive and negative numbers?
I got a stream of numbers in one of my apps to represent an electrical signal. I've observed that the signal ranges from -100 to +100. Other than that, the signal is fairly random and crosses 0 in ...
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45 views
Merging standard deviation of two groups with duplicates
I am using Parallel Algorithm (http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm) to merge standard deviation of two groups
Can we merge two groups if there are ...
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27 views
standard deviation of a certain distribution
If I have a list of N outcomes of drawing a number from the set {-1\$,+1\$}, and I know that the probability of getting (in a single draw) (-1\$) is p, and probability of getting (in a single draw) ...
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884 views
How can I calculate the standard deviation knowing an event probability and a number of trials?
I'm writing a test for a probabilistic data structure that I've implemented. Since its probabilistic, its performance is different every time, and in particular, the performance varies much more ...
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2k views
is it possible to calculate the standard deviation with a given mean and sample size?
I have been going in rounds with this problem... I may be thinking "complicated", any advice?
I have the mean and total sample size (=number of data points) and I need to know what is the standard ...
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16 views
Do data points outside standard deviation persist in data subsets?
I have a data set of dates and values that are being plotted. I create a simple trend line y=a+bx using linear regression, and then I create a 'trend channel' (I ...
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2answers
32 views
Quadratic and geometric average
I'd like to find the find the quadratic average and the geometric average. To do this I have these informations :
The standart deviation, the arithmetic average and the number of values.
I know the ...
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1answer
232 views
Statistics - Z-score confusion.
For z score, you are taking the sample value subtracting population mean and dividing it by std deviation. Is that correct so far?
Now, the "sample value" is defined by an equation. In my scenario, I ...
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Underlying assumption of t-test and standard error
I am having a hard time explaining why my significance test based on randomization is different from a t-test.
I have 20 different data points and I know each comes from a Gaussian distribution. I ...
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24 views
How can I mathematically show the similarity between these 3 plots?
I have 3 3D plots of field strength measured around an antenna.
I want to calculate the mathematical similarity between the points of the field patterns. How can I do this?
thanks
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2answers
44 views
Can a Covariance matrix have negative elements?
I have a $N \times N$ covariance matrix $C$ of a multivariate Normal distribution. Can any of the elements of the Covariance matrix $C$ be negative for a real-valued distributions ?
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55 views
Recursive formula for variance
I'd like to know how I can recursively (edit: iteratively) compute variance, so that I may calculate the standard deviation of a very large dataset in javascript. The input is a sorted array of ...
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1answer
53 views
Standard error and p-values
I am a scientist who is currently doing a BSc. I did some stats a few years ago but since haven't touched it. I'm not sure how to calculate p-values for my data. A bit of background is that I am ...
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1answer
197 views
finding n value basic statistics
I have some practice homework questions. I did the first one I will go over the steps please tell me If I am doing it right.
a) As mentioned earlier, it is claimed that 70% of households in Ontario ...
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323 views
Chebyshev's theorem
OK, so here's the question (not my homework - which is line segments -_-)
According to Chebyshev's theorem, how
many standard deviations from the mean
would make up the central 60% of
...
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32 views
Finding a percentile in Excel
I am writing a program using excel and I need to find the percentage of a number. I have a few sample numbers and their percentages.
2.3% - 5.013368
5.0% - 5.238858
10.0% - 5.480078
25.0% - ...
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Remove an observation from an standard deviation
I'm calculating the standard deviation in a iterative manner (due to technical restrictions were recalculating the standard deviation obtaining all the observations has a high cost).
A formula to ...
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25 views
optimum weights for minimum variance
If $X_i$ is an estimator for $x_i$, and an estimate of the sum i.e. $ Y = x_1 + x_2 + ... + x_n $ is made by the ration $X_i / p_i$ where $p_i$ is the probability that $X_i$ is chosen , then what are ...
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selection for variance reduction in monte-carlo
I need to prove that the following variance reduction operations lead to the optimum value. A related question i asked here about variance reduction gives the optimal proportions are according to ...
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variance reduction
Say i have $n$ variables with variances $V_1,V_2,...V_n$. The sum of the variables will have a variance of $V=V_1+V_2+..V_n$ .Now if i am given N total simulations to reduce the variance V, how do i ...
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2answers
57 views
Probability of being within one standard deviation of mean given only a moment generating function
I am trying to figure out how to approach this:
For starters, I calculated M'(0) and M"(0), which allowed me to find the mean and variance. I got 2 for the mean and 1.6 for the variance. But now, ...
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Comparing data to find the “consistently lowest” subset of data.
I am currently faced with a set of data representing the time taken to move and click on an object, in relation to the distance and size of the object (see Fitts's Law if curious but that's ...
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26 views
Variance of a sum of correlated variables.
http://www.maths.qmul.ac.uk/~ob/MTH6121/moddocs/chap1_4.pdf
I'm currently reading over some notes, linked above, and I've come across a difficulty with proposition 1.27(page 12).
Underneath, it says ...
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22 views
Standard deviation formula
I'm having a lot of doubt on the formula of the standard deviation (in linear regression). My teacher and my syllabus say it's (for $\sigma_x$):
$$ \sigma_x = \sqrt{\dfrac{\displaystyle\sum ...
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1answer
46 views
Statistics Question: Fixed revenue, variable costs
Given a distribution of costs per customer, with a fixed revenue per customer, how would I work out what the profit would be on:
mean cost: $\$3.00$
standard deviation cost: $\$2.00$
revenue: ...
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1answer
26 views
Is there a better measure of variation for fractional numbers than standard deviation?
For a task I need to do, I'm finding the variance / standard deviation of a set of numbers that are between 0 and 1.
When I square the difference from the mean, the square will make the difference ...
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45 views
Casino Statistics
I am writing an article on european roulette and I was wondering how much do the owners need to put into the pot in relation to the maximum bet allowed on the table to be able to pay out every ...
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1answer
30 views
Find standard deviation given standard deviation
How would I find the standard deviation of a value, V that is the average of other values, say heights of people, given that I have the standard deviation of the heights? I'm looking to improve my ...
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Calculating the standard deviation of the sum of a series of randomly distributed variables
Say I roll a six-sided dice 100,000 times.
I know that the resulting sums will be normally distributed around a mean of 3.5
How would one go about calculating the standard deviation of the ...
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73 views
If three groups of unequal sizes have the same standard deviation but different means, will the SD of the pooled data be the same?
Will the standard deviation of all data in three unequally-sized groups each with different means be the same if each group has the same standard deviation?
For example, I have a data set as follows:
...
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7.7 standard deviations away from the mean?
I'm confused. I have a problem where I have to find the probability that x is below the z value 7.7. My z table only goes to z values of 3.4. How do I calculate this? These are the hints my teacher ...
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1answer
565 views
How to calculate standard deviation and use three-sigma rule for couple variables?
Generally, I have the following data:
CampaingOne 49%
CampaingTwo 41%
I need to use the three-sigma rule and check if the second value is in the interval [- 2 ...
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Standard deviation of the weighted mean
How do you find the standard deviation of the weighted mean?
The weighted mean is defined: $\bar{x} = \frac{\sum{wx}}{\sum{w}}$
The weighted standard deviation (since it is not specified, I take it ...
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45 views
How does standard deviation depend on data?
I've got a problem: I take a random variable, assign values to it and than I have to invent two different probability distribution functions with similar mean values (+-5%), but in the second function ...
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45 views
What is the purpose of subtracting the mean from data when standardizing?
What is the purpose of subtracting the mean from data when standardizing?
and What is the purpose of dividing by the standard deviation?
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Error rate, one main data set compared to test data set
I have conducted tests where I try to improve the latency for different indepentent scenarios.
I have one set a data with values for a year and another set of data for my test period.
The ...
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2answers
6k views
Determining variance from sum of two random correlated variables
I understand that the variance of the sum of two independent normally distributed random variables is the sum of the variances, but how does this change when the two random variables are correlated?
...
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1answer
78 views
Finding the standard deviation of a set of angles.
My question is given a set of angles in the form of degrees minutes and seconds once finding the mean how do you find the standard deviation.
I know how to find the average or mean of a set (see ...
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45 views
Compute a separate, running, weighted standard deviation for above and below the mean?
I'll get right to the problem.
I have a data set that may or may not be skewed. To account for this, I want to keep track of the variance above the mean and below the mean.
I am unable to store the ...
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1answer
43 views
Standard Deviation and Variance
Since the start of the Obama presidency, the average number of minutes playing golf each week is 160 minutes and the standard deviation is 20 minutes. The average number of minutes attending cabinet ...
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2answers
73 views
Compare Standard Deviation
The Obama vacations have cost an average of 4 million and a standard deviation of 5 million. The Bush vacations have cost an average of 3 million and a standard deviation of 2 million. What is more ...
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1answer
75 views
Weighted Standard Deviation for Histogram Bin Height
I'm plotting some binned data in the form of a histogram. Say I have 10 data points, each composed of a bin to be placed in, and then a "height". Then I might have something like:
Bin Height
0 - ...
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1answer
62 views
Statistics Question: Revenue & Cost
Data for costs of production for a firm every month from January 2001 to December 2002. Data is denoted by $d_1, d_2,...,d_{24}$. The following info is calculated from the data set.
Mean cost = ...
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Precision of estimated parameter using standard deviation
Consider a set of samples $S$ containing measured samples. From this set, a series of values indicating pressure are derived. Now, a variable X is estimated by taking the maximum value of all the ...
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222 views
Uniform distribution, Expected value and standard deviation for proportion of observations in a subintervall
$X\sim U(0,1)$. Divide the interval [0,1] into k equal subintervals. Then $X_1$=the number of observtions on the first interval.
Define the new variable $Y_1=X_1/n$, where n is the number of ...
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Simple standard deviation question using stocks as example
The following table is from page 171 of Fundamentals of Investing (11th edition) by Gitman, Joehnk, Smart. Please consider only the X, Y and XY columns (second, third, fifth).
Portfolio XY comprises ...
