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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Why do you use n-1 in Standard error of the mean but n in hypothesis testing

When you divide in hypothesis testing you use the formula: $$\frac{\bar X-\mu}{s/\sqrt n}$$ but the standard error of the mean is: $$\frac s{\sqrt {n-1}}$$ Why don't you use $n-1$ when ...
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Error propagation for bitwise operators

When input quantities contain uncertainty, how those uncertainties are propagated to the output for operations of addition, subtraction, multiplication and division can be found in literature defined ...
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What is the value of $\int_{0}^{+\infty}e^{x^2(1-2\Phi(x\sqrt{2}))}dx$?

I have accrossed the below integral when i have tried to know more about relationship between error function and CDF of the normal distribution ,I plug this integral in wolfram alpha but no result , ...
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Intuition for Standard Deviation

I've been studying descriptive statistics and am having a hard time understanding the actual intuition behind standard deviation. I'm trying to get a practical feeling for it and so I'm trying to draw ...
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Are the statements about the confidence interval correct?

We have a 90%-confidence interval. I want to check if the following statements are correct. If double the sample, the possibility that the value that we are looking for is out of the confidence ...
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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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Statistics. How are standard error and confidence intervals useful without knowing population size?

I understand standard error and confidence intervals as formulas, but not as concepts. Can you help me understand them better? A smaller standard deviation (smaller spread of your data) and a larger ...
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Standard Error of weighted mean estimate

$X$ is a random variable with unknown distribution. A number of experiments are conducted to estimate $X$. Each experiment has a different reliability measure in estimating $X$. These $n$ experiments ...
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Where is the mistake in this attempt to find the standard error of an estimator?

I'm reading a paper: Bect et al 2012, Sequential design of computer experiments for the estimation of a probability of failure. I'm looking at page 2, but the details of the paper don't matter. What ...
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Statistical error associated with a bin count

I have a collection of data points. I have computed the histogram of this data to create the empirical distribution. How can estimated the error in the value at each bin. Based on the the total number ...
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Order of accuracy of least squares for computing gradients

This is more of a numerical methods question. Hopefully, this is the right stackexchange board to post this question. I am wondering if anyone is aware of the order of accuracy of using least ...
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How to estimate random error in a single measurement?

(from Jwan622's post here), This image was shown, where we've got: 19 samples (n = 19) Mean of 4.4. Sample standard deviation of 2.3 (s = 2.3) If the standard error of mean from the sample is SE = ...
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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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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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What is the minimum variance band of Poisson Distribution?

I am trying to calculate the minimum variance bound of Poisson Distribution. poisson distribution: P(X=x)=(λ^x)/x! e^-λ, were λ is the mean. I got λ/(sum of x), but I am not sure if this is right. ...
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How to calculate Measurement error of n measurements based on standard error and the quantile funcion

Let's say I have $n$ measurements $x$ sampled from a normal distribution X and I would like to estimate the mean with errors. Is the belove method correct? I'm mostly concerned about if I'm wording ...
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Standard error of standard deviation, skewness and kurtosis

I want to use this formula (shown below) for my work (not math based) to calculate the uncertainty in the sample standard deviation (obtained from the link below): Calculating uncertainty in standard ...
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Sampling uncertainty (uncertainty in standard deviation)

Say I took twenty measurements of the wind velocity at a point. This is a sample of the infinite number of measurements I would need to get the true velocity at that point. I then calculate the mean ...
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Standard errors from poisson data

I am trying to fit some data to a poisson model and have got an MLE estimate (sample mean) of 0.465 from a sample size of 647. How do I calculate my standard error?
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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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Quickly estimating the optimal bin size for the Jackknife re-sampling method

I am trying to apply the Jackknife method to compute confidence intervals for data collected from Monte Carlo simulations. My understanding is that to counter the effect of autocorrelations I should ...
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What is standard error (any approximation) in a variable when only Mean value and percentiles (16th and 84th) of the PDF over variable are known?

I have variable 'X' for which I know only the MEAN value along with 16th and 84th percentile of its PDF. Now this variable (X) is used in another variable calculation (let's say 'Y') for which I have ...