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1 vote
0 answers
24 views

Summing multiple standard deviations (repeated measures) [duplicate]

Say a set of 5 participants completed two subtests (A and B). The scores on these subtests can be summed to get a total test score. Here is the dummy data: Participant Subtest A Subtest B Total test ...
Alice's user avatar
  • 31
1 vote
1 answer
45 views

Sum of estimated costs for uncertain events

I have a number of possible events $e$ with a probability $p_e$ of the event occuring and a cost estimate should the event occur (if it doesn't occur the cost is 0). The probability for each event is ...
nononono's user avatar
1 vote
0 answers
39 views

property about the standard deviation of 2 r.v.

If $X,Y$ are $\geq 0$ random variables, how to demonstrate that: $$2*Stdev(X) \leq Stdev(X+Y)+ Stdev(X-Y) $$ $Stdev$ represents the usual standard deviation.
Yuri's user avatar
  • 41
2 votes
0 answers
1k views

How to calculate a new mean from different means for my Systematic Review and how to calculate a new SD?

I am currently doing a systematic review on distal radius fractures. I want to give a mean age and sd in my systematic review. Therefor I need to calculate the mean from all the different means of the ...
John Johnson's user avatar
5 votes
1 answer
1k views

Measuring share contribution of each var/cov term to the standard deviation of a sum of variables

Say, for a simple example, I have a random variable $X = \alpha_1 X_1 + \alpha_2 X_2$, where $X_i$ are random variables and $\alpha_i$ are weights. I then calculate the standard deviation of $X$ as $\...
XtremeCurling's user avatar
2 votes
0 answers
40 views

Standard deviation of number of terms in a sum

If some random variables are drawn from a normal distribution N(m, s) with m > 0 until the sum of the draws exceeds some ...
pythonic metaphor's user avatar
2 votes
0 answers
612 views

Summation of a product

I need to calculate the following expression: $$\sum_{k=1}^N a_k b_k$$ ${a_k}$ and $b_k$ are real positive numbers. N and k are integers. I know the average values of $a_k$ , defined as $\overline {...
Narj's user avatar
  • 21
1 vote
1 answer
229 views

Estimate variance of sub-sets from overall variance

I am looking for a way to estimate the variance of a summed sub-set based on the variance of those sums. Si = sum( Ai ) S = { S0...Sn } V = variance( S ) That is,...
edA-qa mort-ora-y's user avatar