Questions tagged [standard-deviation]
Standard deviation is the square root of the variance of a random variable, an estimator thereof, or a similar measure of the spread of a batch of data.
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Is there a way to statistically compare the standard deviation of two distributions?
Suppose that a set of 100 items are responded to under two different conditions. Instead of comparing the means, is it possible to compare other things about the distribution of responses, for ...
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I think standard deviation of y is related to size of x. How do I create a model for this / test this?
I have a sample of data $(x_i, y_i)$. I hypothesize that $y_i$ is not dependent on $x_i$, but the standard deviation of $y_i$ depends on $x_i$
More concretely, say I assume $\textrm{Var}(y_i | x_i) = ...
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How to generate 95% prediction interval around predictions from ML model?
I have predictions from an ML model and would like to generate 95% prediction intervals around each prediction generated from the model such that I can claim that these are the plausible range of ...
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Mean and Standard Deviation of accuracy for SVM model prediction
I am training a SVM model for binary classification. For this, I have split the train and test datasets in an 80:20 ratio. Then I standardized the training and test data separately and tuned the ...
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Is the variance of the mean of a set of possibly dependent random variables less than the average of their respective variances? [closed]
Is the variance of the mean of a set of possibly dependent random variables less than or equal to the average of their respective variances?
Mathematically, given random variables $X_1, X_2, ..., X_n$ ...
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Apply the Breusch-Pagan to uncover the source of variance in the data
For my research I am trying to uncover if the variance of my variable of interest is correlated with one of my independent variables. Let $ x $ be the independent variable of interest and $ m $ be the ...
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How to accurately estimate the probability of a rare event in a large dataset?
I have a dataset of 30,155 names and out of curiosity I verified that the longest name has 68 characters, which is quite big considering the mean and SD were 24.78 and 5.64, respectively. Based on ...
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Help determining sample size without standard deviation
I need some help optimizing our website intercept survey sample sizes, but our online platform only provides us with the means (often mean of 5pt ordinal scales), sample sizes and denotes statistical ...
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Estimation of population parameters on the basis of multiple samples regressions
I am working with a population of approximately 1 million subjects for whom I have repeated measures of expenditure (expend).
My objective is to evaluate the link between 2 variables (let's say A and ...
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Maximum Likelihood of Standard Deviation
I'm trying to get a better understanding about the distribution and uncertainty of the sample standard deviation. Since I'm not a mathematician, I try to compare the math literature with some ...
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Standard deviation on result of calculation
I'm calculating a value based on experimental data. The calculation is
$$ k = \frac{a - b}{c} \cdot \frac{1}{T}, $$
and $a$, $b$ and $c$ are all measured experimentally, multiple times, with some ...
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Regression: negative intercept with only positive values [closed]
I'm doing a multiple linear regression on some standard deviation values, but the intercept and the coefficient for many of the predictors are negative.
Any ideas on how I should interpret the results?...
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Combining Variation and Uncertainty from Replicate measurements
I have 3 measurements from 3 independent experiments {m_1, m_2, m_3}.
I have another 3 measurements that are used to scale the m measurements {n_1, n_2, n_3} from the same experiment (different from m)...
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Calculating the mean and standard deviation from a normal distribution [duplicate]
I am interested in methods for finding the mean and standard deviation of a normal distribution. It is inspired by the following question that is part of the A-level maths course in England.
The ...
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Robust estimation of standard deviation using relatively small sample taken from a Gaussian distribution
I'm sure this question was asked before, but I don't seem to be able to find a convincing answer.
If there is a relatively small set (say 3<n<20) of observations of a quantity that is assumed to ...
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