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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Derivation of standard error of regression estimate with degrees of freedom

I am taking a course of Econometrics: I need help to understand as to how do we arrive at the formula for standard error of regression $$\hat{\sigma}^2=\frac{\sum{e_i^2}}{n-k}.$$ I understand the ...
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standard deviation above or below the mean [on hold]

The following is data of 10 patients in a hospital 165,135,151,155,158,146,149,124,162,173 If a patient is selected randomly, find the probability his/her data exceeds one standard deviation above ...
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Is it valid to calculate standard deviation for n=2?

My colleagues and I are having discussion whether it's valid to calculate standard deviation for $n=2$ or not? I think it's valid since I can calculate based on the equation, but higher N will give ...
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How do I calculate a point estimate of the largest 10%?

Here is the provided data: The question asked is: Calculate a point estimate of the value that separates the largest 10% of all values in the thickness distribution from the remaining 90% and state ...
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How to maximize Std Dev given a range of possible values, a number of values, and a specific mean?

(I'm asking here and not stats.stackexchange because I'd like a mathematical proof of this) In this question: Prove how to maximize Standard Deviation given a certain mean $\bar{x}$ and set of values;...
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Prove how to maximize Standard Deviation given a certain mean $\bar{x}$ and set of values

I'm talking specifically of population SD, where $$s = \sqrt{ \frac{1}{n} \sum_{i=1}^{n} (x_i - \bar{x})^2}$$ I have a hunch that $s$ is maximized for a certain mean $\bar{x}$ when the values in ...
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Prove that Standard Deviation is always $\geq$ Mean Absolute Deviation

Where $$s = \sqrt{ \frac{1}{n} \sum_{i=1}^{n} (x_i - \bar{x})^2}$$ and $$ M = \frac{1}{n} \sum_{i=1}^{n} |x_i - \bar{x}|$$ I came up with a sketchy proof for the case of $2$ values, but I would like ...
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Rolling standard deviations

I am trying to calculate standard deviations on an array of numbers. My psuedo code looks like this: ...
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Caclulate Standard Error when subtracting two effects

I am working on this issue that compares two regions with the McCrary Test (Regression Discontinuity Design). It basically measures how the density of a variable of interest develops accross a pre set ...
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956 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 = \$2500,...
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What is the uncertainty of a discrete sum given the uncertainty of an individual element?

I have a measurement $$X=\sum_{i=1}^nX_i,$$ and I am interested to know standard deviation $\sigma_X^2$ of measurement $X$, assuming I know $\sigma_i^2$, the standard deviation of all measurements $...
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The standard deviation is more stable than the mean?

In an introduction to the subject of hypothesis testing, a book on probability and statistics for engineering students has a statement asserting that "the standard deviation is more stable than the ...
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Does standardizing a random variable that is not normally distributed change the underlying distribution?

For my analysis I am standardizing Response Times, which are usually known to be skewed and are in my data set, using the "classic" standardization method of substracting the grand mean and dividing ...
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How do you find 1 standard deviation from the center of an ellipse along the 45-degree angle?

I have generated a normally-distributed elliptical cluster of data in Matlab. The center of the ellipse falls at (0,0) and it has a standard deviation of 1 along one principle axis and a standard ...
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Combining standard deviations - given mean, sample size, and SD of two sets?

I have two groups A and B. I know A and B's sample sizes, mean performances on a test (not their individual scores however), and the standard deviations of A and B. I know how to combine them to find ...
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36 views

Relevancy of standard deviation

I'm a maths student but I'm a bit of a retard when it comes to probability. I have this very basic question in mind : Why is standard deviation defined as the square root of the variance, when surely ...
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22 views

Variance of exponential moving average

I'm not quite sure what the form for the rolling recursive variance should look like. I have that the recursive average is $m_t = \alpha x_t +(1-a)m_{t-1}$. Then would the rolling recursive variance ...
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28 views

Calculating a three sigma limit on data

So I have a list of data points each with their own error (eg. 3 +/- 0.2 units) and I want to determine which of the data points are within 3 sigma. To do this do I just calculate the standard ...
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33 views

Finding the confidence interval of a normally distributed sample

Traffic police monitor the speed of vehicles as they travel over a new bridge. The average speed for a sample of 27 vehicles was 91.29 km/h, with the sample standard deviation being 4.94 km/h. We will ...
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Establishing the upper and lower bounds of normal using standard deviation

I understand the concept of standard deviations and z-values, but I'm trying to figure out if standard deviations alone are good for establishing the upper and lower bounds for normal. For example, if ...
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26 views

Confidence interval

I have a set of three data that represent the breakdown voltage of a sample. 1. 140 2. 190 3. 140 From this, the sample size is 3, And I calculated the mean which is 156.6. I want to find a 90% ...
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29 views

Is it possible to calculate standard deviation if I have sum of squares and number of samples as input?

I have following inputs Sum of the squares of the numbers. For example if the numbers are $1,4,6$ the sum of squares is $53 = 1^2+4^2+6^2$. And I have the number of input samples: $3$ in this case....
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Proof for Standard Deviation Formula for a Binomial Distribution

I understand the concept of standard deviation as the square root of the square of the mean of each sample value - the mean of the sample values. Here is the mathematical representation (I've solved ...
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Gamma function's mean and standard deviation through shape and rate

I'm currently learning how to program neural networks. In the most basic ones, you initialize your matrix with random numbers that are distributed using Gamma function. I'm using a math library, that ...
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Mean of the deviations from the mean

I ve been struggling to understand the below problem.If I could get help with this problem, it would be greatly appreciated. Consider the data y, y+a, y+2a,….,y+na and the deviations of these ...
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562 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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$X$ and $Y$ are standardized r.v.s. Find $a,b,c,d$ such that $Z=aX+bY$ and $W=cX+dY$ are uncorrelated but still standardized.

Let $X$ and $Y$ be standardized r.v.s (i.e., marginally they each have mean $0$ and variance $1$) with correlation $\rho \in (−1, 1)$. Find $a, b, c, d$ (in terms of $\rho$) such that $Z = aX + bY$ ...
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Binomial theorem estimate for very large samples

I have around $2^{105}$ balls, of which 1 in 20 is white. I expect that when I draw a random sampling of them, roughly 5% of all balls drawn would be white. What is the probability that, if I draw $...
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20 views

Find the Average Score Given the Standard Deviation

I think I'm supposed to use $z = (X - \bar X)/S$ but I'm not sure how to apply it properly to this problem. Kyle got an 8.25 on his previous test while the average score was a 7.2 and the ...
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According to Chebyshev's rule, how many observations should lie within one and a half standard deviations of the mean?

Using the formula : $p = 1 - k^{-2}$ I calculated that $p = 1 - 1.5^{-2} = 0.56$ , which equals to $56\%$. Because I have $24$ data points I go ahead and solve the number of points is $56\%$ of $24$:...
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sample standard deviation given population standard deviation

How do you find the sample standard deviation when given the population standard deviation? What formula do you use? If you can make up an example that would be great.
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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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How to find the standard deviation from the given information and what is $B(0)$ equal to?

Assume that the risk free rate is $0$ and that the stock price is given by the equation $S(t)=6e^{2t+2B(t)}$ where $B(t)$ is the standard Brownian motion. Determine the price at time $0$ of the ...
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Comparing annualised volatility from monthly and annual data

I fear there is a very simple answer to this question and its killing me that I can't see it. I am interested in calculating historical volatility: I have monthly index values starting in Jan 2005 ...
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Proof that there will always be data within 1 SD

So we just started stats at school, and our teacher told us that no matter the data, no matter how distorted or weird it is, there will always be data within 1 standard deviation of the mean. Is this ...
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37 views

Understanding the value of standard deviation

I have two datasets $\{10,10,2,2\}$ and $\{13,7,0,4\}$. Now, when I compute standard deviation for both the sets, I get $4$ and $4.74$ respectively. My question: what is the significance of $4.74$ or $...
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Questions about Ridge Regression, how to explain the penalty term?

I have read the introduction of ridge regression in https://tamino.wordpress.com/2011/02/12/ridge-regression/. As we know, the equation of OLS is ∥ y − X β &#...
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How does using one distribution as another's sample size affect variance?

How does using one distribution as another's sample size affect variance? For example, let's say I roll a 6-sided dice and record the number shown. Then, I roll 'that many' 6 sided dice more and ...
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Cumulative frequency curve effects on change of standard deviation

Given a cumulative frequency curve . If the standard deviation is lower and median remains the same . Is it true to say that the curve will of the above statement will be steeper and pass through ...
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If this mean time is estimated to be in excess of 7 days, a new process will be implemented to reduce production costs.

a) You have just graduated with a post graduate degree in business and have obtained a position with a large manufacturing firm. The director of marketing has asked you to estimate the mean time ...
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The prime minister will accept an error of $5 million in the estimate of µ.

Government officials in Canberra have recently expressed concern regarding overruns on military contracts. These unplanned expenditures have been costing Australians millions of dollars every year. ...
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How is the t-statistic computed in this context?

According to pg. 55 of Statistics in Plain English, the t-statistic for the sample mean is $$ t = \frac{\bar{x} - \mu}{s} $$ where $\bar{X}$ is the sample mean, $\mu$ is the population mean, and $s$ ...
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Volatility of investment (/w currency hedging)

I´ve been trying to compute a volatility of invesment with currency hedging and I have a question. Let's take this example. We have our money in a fond copying the S&P500 index, which has 16% ...
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25 views

Applications of mean and standard deviation

If I have this set of numbers: [9,7,5,5,4,4,4,2] We know that: mean = 5 variance = 4 standard deviation = 2 But is there an application/formula of standard ...
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How is this not a counter-example to the fact that the standard deviation of a standardized random variable must be 1?

Let $X$ be a random variable that sends all members of the sample space to some constant real number $c$. Let $Z$ be its standardized counter-part. The standard deviation of $X$ is $0$, since $X$ is ...
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The aptitude test scores of applicants to a university graduate program are normally distributed with mean 500 and standard deviation 60.

The aptitude test scores of applicants to a university graduate program are normally distributed with mean 500 and standard deviation 60. a) Applicants need a test score higher than 530 to be ...
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Calculating mean and standard deviation of frequency given time displacement data

For example, using this data set (sample rate = 200 Hz): https://my.mixtape.moe/mtyocd.gz If I take the power DFT of it (either unwindowed or with the Blackman-Harris window) and zoom in, I can see ...
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How do I find the sample standard deviation given the population standard deviation?

A large population has a mean of 150 and a standard deviation of 40. A sample of 100 observations is to be selected at random from the population. What is the standard deviation of the sample mean? ...
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Create Matrix with Specific Standard Deviation and Mean

Assume I have a matrix $X_1$ which is being generated randomly. For this example we can assume it has 10 rows and 8 columns but the question is general. I want to create a matrix $X_2$ that will ...