Questions tagged [standard-deviation]

In Probability and Statistics, the standard deviation of a statistical population or data set is a measure of how much variation or dispersion exists from its average value. It is defined as the square root of the variance. Use this tag alongside (statistics).

In Probability and Statistics, the standard deviation of a statistical population or data set is a measure of how much variation or dispersion exists from its average value. It is defined as the square root of the variance.

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incremental computation of standard deviation

How can I compute the standard deviation in an incremental way (using the new value and the last computed mean and/or std deviation) ? for the non incremental way, I just do something…
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Sample Standard Deviation vs. Population Standard Deviation

I have an HP 50g graphing calculator and I am using it to calculate the standard deviation of some data. In the statistics calculation there is a type which can have two values: Sample Population I didn't change it, but I kept getting the wrong…
Rafid
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Determining variance from sum of two random correlated variables

I understand that the variance of the sum of two independent normally distributed random variables is the sum of the variances, but how does this change when the two random variables are correlated?
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Motivation behind standard deviation?

Let's take the numbers 0-10. Their mean is 5, and the individual deviations from 5 are -5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5 And so the average (magnitude of) deviation from the mean is $30/11 \approx 2.72$. However, this is not the standard…
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Is it possible to have 2 different but equal size real number sets that have the same mean and standard deviation?

By inspection I notice that Shifting does not change the standard deviation but change mean. {1,3,4} has the same standard deviation as {11,13,14} for example. Sets with the same (or reversed) sequence of adjacent difference have the same standard…
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Why is variance squared?

The mean absolute deviation is: $$\dfrac{\sum_{i=1}^{n}|x_i-\bar x|}{n}$$ The variance is: $$\dfrac{\sum_{i=1}^{n}(x_i-\bar x)^2}{n-1}$$ So the mean deviation and the variance are measuring the same thing, yet variance requires squaring the…
Emi Matro
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Is Standard Deviation the same as Entropy?

We know that standard deviation (SD) represents the level of dispersion of a distribution. Thus a distribution with only one value (e.g., 1,1,1,1) has SD equals to zero. Similarly, such a distribution requires little information to be defined. On…
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What is the purpose of subtracting the mean from data when standardizing?

What is the purpose of subtracting the mean from data when standardizing? and What is the purpose of dividing by the standard deviation?
user63036
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Recursive formula for variance

I'd like to know how I can recursively (iteratively) compute variance, so that I may calculate the standard deviation of a very large dataset in javascript. The input is a sorted array of positive integers.
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How do I combine standard deviations of two groups?

I have 2 groups of people. I'm working with the data about their age. I know the means, the standard deviations and the number of people. I don't know the data of each person in the groups. Group 1 : Mean = 35 years old; SD = 14; n = 137…
Nicolas Melançon
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Can I calculate the new standard deviation when adding a value without knowing the original set of values?

I have these three mathematical values that describe an unknown set of values. Mean (population mean, not from sample) $\bar{x} = 3$ Standard deviation $s = 1.5$ Number of elements in population (number of values in original set) $n = 15$ Now…
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How can the standard deviation be interpreted when the range is partially impossible?

After meassuring the answer time of a software system I calculated the standard deviation from the samples. The average time is about 200ms, the standard deviation $$\sigma = 300ms$$ According to the image below this should mean that 68.2% of all…
stacker
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How can I calculate "most popular" more accurately?

I'm developing a website at the moment. The website allows users to "rate" a post from 0 to 5. Posts can then be displayed in order of popularity. At the moment, my method of calculation is pretty primitive: average_rating = total_rating/ratings the…
bodacious
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Aggregating standard deviation to a summary point

I have a range of data (server performance statistics) is formatted as follows, for each server: Time | Average | Min | Max | StdDev | SampleCount | ------------------------------------------------------------------- Monday 1st …
Dave Clarke
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How to determine if Standard Deviation is high/low

I have derived the following response time data for a performance test I am running: Min - 8sec Max - 284sec Average - 28sec Standard Deviation - 27sec What does the standard deviation say about the response time data distribution? When you say…
rro
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