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.

61 questions
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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 ...
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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 $Z\sim N(0,1)$, $\lambda$, $\eta$ ...
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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 ...
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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 + ...
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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, ...
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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 ...
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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 ...
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Variance vs. asymptotic variance of OLS estimators?

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