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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Relation between standard deviation and mean in random processes

In a Poisson distribution the square of the standard deviation $\sigma$ is equal to mean $\mu$ ($\sigma^2=\mu$) and in a binomial distribution $\sigma ^2=\mu\,(1-p)$ (with $p$ the probability of ...
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Confidence intervals and dividing by $n^{0.5}$

I am studying a-level and am confused when I divide the standard deviation by $n^{0.5}$ when doing confidence intervals. To put it another way when I don't divide by it? (where $n$ is the number of ...
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Model selection: geometric mean of the standard deviation.

I have two models that represent a physical process. To determine which model is the best, I make some experiments and compare measured data with data predicted by each of the models. The model with ...
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Have averages, need variance

I have a large spreadsheet, generated by a colleague, that contains the results of $E$ experiments. For each experiment, he calculated the average of $M$ measurements. I need the calculate the ...
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423 views

How can I compare two averages of imperfect measurements, with their std. deviations?

I have a process by which I measure the times it take to do something, (run some code), and this time varies, a lot. I'm trying to optimize this code, making small changes that sometimes have small ...
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Help with problem: Estimated Standard Deviation of Regression Equation (Simple Linear)

This is a practice problem. I've solved part (a). I have provided verified answers (from the published key) to all parts (a), (b) and & (c). I need help solving (b) and (c). Consider a simple ...
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Finding groups with minimum mean deviation

Is there any algorithm that groups consecutive elements in an array that gives the minimum mean deviation. For example we are given an array a=[1,2,3,4,8,2,3,5] There can be many "consecutive" ...
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Population confidence interval from sample SD and sample mean?

A sample has: $$\text{a sample size } n = 70,$$ $$\text{sample standard deviation } s = 184.43,$$ $$\text{and a sample mean } \bar{x} = 564.15.$$ Compute a 95% confidence interval for the population ...
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47 views

Monte Carlo standard deviation of the mean estimate too small.

I'm doing a Monte Carlo calculation and use the standard deviation of the mean $\sigma_M$ as the error. To get an estimate of this from the regular standard deviation I use $$\sigma_M=\dfrac\sigma ...
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38 views

problem on standard error in sample data

From a population of 20,000 observations, a sample of 500 observations is selected. how to Calculate the standard error of sample mean if the population standard deviation equals 20.
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114 views

Is it possible to convert calculate the percentile and t-scores from mean and standard deviation?

I need to produce a table that will allow you to look up various types of scores for a test using the number of correct answers like this: ...
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13 views

Any way to simplify this expression?

So I have a vector of asset allocation weights given by $x \in R^4$ and a covariance matrix of the asset returns $\Sigma \in R^{4,4}$. I know by the spectral theorem, $\Sigma = V DV^{-1}$ and the ...
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51 views

standard deviation of a rate of phone calls

I am trying to implement some real time monitoring. I have a real time data feed from which I can calculate the number of phone calls received in the last hour (now-60 minutes). I want to alert when ...
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Why is my sample standard deviation not an unbiased estimator?

I was goofing around with a spreadsheet and decided to show empirically that the sample standard deviation is an unbiased estimator of the true population standard deviation. Link to Excel File I ...
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43 views

Probability for Rolling 10 tethedrons 100 times

I am pretty confused about how to form the probability distribution function of the following question: Suppose you have a tetrahedron with numbers 1,2,3,4 on respective faces. If you roll 10 such ...
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406 views

Hypergeometric Distribution Probability (mean, variance, Std Deviation)

The distribution of the number of children per household for households receiving aid to dependent children (ADC) in a large eastern city is as follows: 5% of ADC households have one child, 35% of ADC ...
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148 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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176 views

rate of convergence of mean ,variance & skewness estimators

We are asked a question which of mean,variance or skewness converges faster. At first I thought it was straight forward answer: mean->variance->skewness. But I am not sure anymore because I read ...
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Calculate standard deviation from ratio of two variables

Ok here is my problem. For my research I am investigating if we can use twitter to create sports data. One part of the problem is for example this: We now for example that in the 6th minute of the ...
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116 views

Calculating minumum representative sample

Let's say I played 500 hands in poker and earned 345 units ( dollars not, important for calculation). So on long term I'm earning 345/500 = 0.69 * 100 = 69 every 100 hand session. But 500 hands is ...
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114 views

Getting the correct error for a mean calculation

A constant k needs to be calculated including its gaussian error. $k = f_{(u,t)}$ $k_i$ can be calculated with the values and errors of $u_i$ and $t_i$ and their respective errors. Main issue is ...
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638 views

Can't find Standard Deviation for Continuous Random Variable

Here is my homework problem. Again, sorry for the formatting: A continuous random variable X has a symmetric distribution with mean 18. A brilliant mathematician has estimated that the probability ...
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6 views

How can I describe uniformity in a group of values?

I have a matrix of 128x128 (6384 numerical values) referring to light intensity. I will like to know how to calculate the uniformity of the values and I am currently using the standard deviation to ...
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15 views

Random variable variance

I have the model yi=β1+β2Xi+ui where ui∼iid N(0,σ2). I estimate β1 and β2 by drawing a straight line between the first (x1,y1) and last dot (xn,yn). So, β̂ 2 will be the slope of this straight line. ...
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15 views

Weighted probabilities assigned to a two stock portfolio

Does anyone know how to input a two variable portfolio with uneven weighted probabilties into an HP10bii+? By uneven I mean the weightings are not in increments of 10% and thus you can't simply equate ...
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Gaussian of different standard deviation and sample spacing

For given a set of samples position (e.g. $-2,-1,0,1,2$) I can define the correspondent, normalized, gaussian weights for a gaussian with std. deviation $1.0$. I know that if I scale all the sample ...
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55 views

Average and Standard Deviation for Angular Values

I'm trying to characterize an inexpensive accelerometer that provides (roll, pitch, yaw) values by generating basic running statistics (mean and standard deviation). But I'm unfamiliar with ...
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Variance reduction factor using gaussian filtering

I am currently trying to find the variance reduction ratio using gaussian filtering. For a simpler filter (as mean filtering for example), I am able to calculate it easily to find the well known ...
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9 views

finding the variance of a complex scenario

construct a sequence of cubes with one vertex at the origin and having lengths 1/2^x, x=1,2,3,... Select a point randomly from the unit cube with one vertex at the origin and sides of length 1. Let ...
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12 views

Determine standard deviation of nonlinear model parameter?

I have some experimental data to which I fit $h+e^{-\gamma t}(a\sin\omega t - \phi)$. The result looks like this: My ultimate goal is to find $h$ values. Now, I could find something similar to $h$ ...
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29 views

How to derive a Gaussian mean's functional dependence on a variable

I have three variables: $E, I,$ and $X$. $I$ is a function of $E$: $I(E)=gauss(\mu(X), \sigma=1)$ I sampled this distribution with a very simple $\mu(x): 3\times x$. I want to fit that data to ...
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11 views

Variance test: how to tell which is sample 1 and sample 2?

I'm using this variance test to see if I have unequal variance in my data: I am not told which is sample 1 and sample 2 in the questions, just the alternative hypothesis. So is there anyway I can ...
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Estimating “task duration” variance through questions in a questionnaire

I am working to estimate the average task duration for complex processes - a total of 19 tasks / processes (each task made of several subtasks of varying duration). I will be organising a ...
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What are different ways to compute the significance of an A/B test?

It seems that many people use sample mean/ std deviation or std error which is sqrt ( p * (1-p)/n ) but this assumes that the underlying distribution is binomial.
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A Sample with two Standard Deviation

Question : In a batch chemical process, two catalysts are being compared for their effect on the output of the process reaction. A sample of 12 batches was prepared using catalyst 1 and a ...
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19 views

Standard Deviation, Percentile IQ, and Adjusting them

I've been doing a personal project to figure out how accurate online IQ tests are, so I made two of my own and had a few sample test subjects for each. For test One, I've had 21 observations (which is ...
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How do you calculate deviation from optimal value?

The variables I have: The optimal Tour Cost My Tour cost - I executed this 30 times, so I can get the average? Standard deviation just tells you how spread out the values are, I dont think thats the ...
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Standard deviation on absolute square of complex average

I am calculating a quantity $q=|c|^2$ where I obtain $c\in\boldsymbol C$ as an average of a collection of estimates with errors: $\langle c\rangle=\sum_{j=1}^nc_j$, and the question is what error to ...
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Identification of linear regression function under $\ell_1$-norm criterion.

Consider a linear system \begin{align*} y = \theta^Tx + e, \end{align*} where $x\in\mathbb{R}^n$ and $e\in\mathbb{R}$ are independent Gaussian random variables with distribution $\mathcal{N}(0,I_n)$ ...
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139 views

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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54 views

Probabilities and Estimation of average and standard deviation

I've done a good bit of this number but I have trouble with part 2. I'll show you my work and the questions I can't figure in bold. A guy has a machine that scans his apples. The machine rules are : ...
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Population deviation\Sample deviation

I am really stuck in checking weather something is a sample of the entire population or it is infact the polution. Suppose I make a bucket to hold a litre of water and I obtain 8 measurements to ...
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51 views

Relationship between median and standard deviation

I have some data and I added Gaussian noise with zero mean ($\mu=0$) and standard deviation ($SD=SD$). I was interested to see the behaviour of the noise to the data after integrations. I integrated ...
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38 views

Standard Deviation ( Sort of ) Problem

I have a bunch of particles spread over a 2D area. I plan to fit a a distribution to describe the spread. To start off : I have about 100 particles arranged in a circular pattern in a "unit" ...
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Constructing confidence variances for std and variance samples.

A) Construct the 90% confidence interval for the standard deviation for the dark treatment. B) Construct the 95% confidence interval for the variance for the sunlight treatment. And that what I ...
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14 views

Does it make sense to use zscore values with multiple confidence intervals?

I have a program that takes a historical dataset (e.g. muffins sold in the last week), calculates the zscore of the current value, and determines whether or not the current value is abnormal based on ...
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41 views

Writing a deviation from optimal formula

I really dont know how to write it as a proper mathematical formula instead of text, could you please help? Basically I have two formulas and apparently I they are not Mathematical.. Formula ...
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standard deviation of residuals: PCR vs MLR

Does anyone know, why the standard deviation of the residuals of a PCR (principal component regression) is greater than the one of a "normal" MLR (multivariate linear regression)? Thanks!
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Exclude an RGB color from a set

I'm currently implementing an algorithm to split an image into smaller chunks, based on straight line separators. Here's the image I'm processing. It's very small, so you may want to save it and ...
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Average of several harmonic means

I would like to know if it is possible to calculate the mean and the standard deviation for several harmonic means. More specifically, I have 20 harmonic means. And every harmonic mean was calculated ...