Questions tagged [standard-error]

For basic questions in statistics involving the properties or use of standard error of the sample points present in a simple random sample.

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How do I calculate the uncertainty of this percentage difference?

So, I am working with a data set that is 'supposed to' follow a Poisson Distribution, so that $\langle N \rangle = \sigma^2$, where $\langle N \rangle$ is the mean of my measurements $\{n_i\}$ of the ...
9 views

How to evaluate error when fitting a distribution to data

What are some useful metrics for evaluating error of a distribution fit? Context: I am fitting a Gamma distribution (alpha and beta) to a population of small size. Due to experimental constraints, I ...
27 views

Linear Codes : Error detection

The code words of a linear code $C$ have the length $n=5$. Writing the code words into a matrix to get the linear independent ones, we get the following: \begin{equation*}\begin{pmatrix}0 & 0 &...
22 views

Is it possible to infer the uncertainty of predictions for a time series model from the residuals distribution of a large representative sample?

Let me illustrate the question with an example: Imagine you construct a model to predict tomorrow's rainfall over London using some variables. Let's suppose that 300 years of data are available (1718-...
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How do you calculate error bars on elo rating?

In season 14 of the Top Chess Engine Championship, Stockfish defeated Leela 50.5-49.5 in a 100-game match (the closest possible winning margin). Using an elo calculator such as this one, we can see ...
7 views

Accuracy of Euler Monte Carlo discretization without knowing exact solution?

By using Euler Monte Carlo discretization (for a Hull-White model) we simulate $$r(t+\Delta t)=r(t)+\lambda(\theta(t)-r(t))\Delta t+\eta\sqrt{\Delta t}Z$$ with $Z\sim N(0,1)$, $\lambda$, $\eta$ ...
22 views

Propagating Uncertainties on Interpolated Data

I have a data set of 2000 $[x, F(x), \delta F(x)]$ triples, where $x$ is exact and $F$ is a measured value with an uncertainty $\delta F$. I can interpolate/fit the function however needed, and this ...
13 views

What is the relation between standard error and power, and unequal randomization?

If you are doing some kind of hypothesis testing (superiority or equivalence) for the difference of two means/proportions, the standard error is: Square root of (Standard deviation of sample A / nA + ...
16 views

Nonlinear regression standard error for two parameters?

I've been tasked with finding the standard error for two parameters in an equation, but I have no idea about statistics. If my question is answered, please point me in that direction. Otherwise, ...
31 views

Unbiased estimator of the standard deviation of the proportion

For the sample proportion $\hat{p}$, standard error is known as $\sqrt\frac{\hat{p}(1-\hat{p})}{n}$. I wonder whether this is the unbiased estimator for the standard deviation of the sample ...
21 views

Uncertainty associated with area under curve (integrated) estimates

Say I have a set of data points ($y$) measured at different times (hence a time series) which I know the uncertainties of the individual data points (in standard error). I connect them to form a line ...
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Error Calculation on an Average of Errors

Recently I have done an experiment with diffraction grating. I had to calculate 'N' (number of lines per meter) from the equation sin(${\theta}$)=pN${\lambda}$. I then required an average N to use in ...
28 views

Variance vs. asymptotic variance of OLS estimators?

I immediately assumed that all three were true. Which one is false, and why?
107 views

Explain about the Correlation of Error Terms in Linear Regression Models

I would like to ask for the interpretation, both mathematically and intuitively if possible, about the homoscedasticity of the variance of errors in linear regression models. If there is correlation ...