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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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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…
dialogik
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Question about an article by Nassim Nicholas Taleb about the problems with standard deviation.

The article by Nassim Nicholas Taleb says that using standard deviation is flawed and is poorly understood and mean absolute deviation should be used. Because this article is short, and I don't fully understand the difference, could the wonderful…
yiyi
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Is it valid to calculate standard deviation for n=2?

My colleagues and I are having discussion whether it's valid to calculate standard deviation for $n=2$ or not? I think it's valid since I can calculate based on the equation, but higher N will give more power in the analysis. Can anyone comment?…
Supertech
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Variance over two periods with known variances?

If period 1 has variance v1 and period 2 has variance v2, what is the variance over period 1 and period 2? (period 1 and period 2 are the same length) I've done some manual calculations with random numbers, and I can't seem to figure out how to…
Soo
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Standard deviation calculation not matching up

I was looking up how standard deviations work, and tried to do it by hand, but what I'm getting isn't matching up with what I have in SQL Server. My population is: 1,2,3,4,5,6,7,8,9. I end up with 2.58 using the method described on wikipedia. …
DForck42
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Why Standard Deviation is a better (or more frequently used) measure than Average Deviation?

Why Standard Deviation is a better (or more frequently used) measure than Average Deviation? When average deviation can be understood intuitively.
mkkwan
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Denominator to calculate standard deviation

I've just read something about calculating sample standard deviation. Some explanations say that it is because of degree of freedom. With a constraint that the mean should be zero, we do actually have only n-1 degree of freedom. Well, this…
ziliangdotme
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How many points necessary for standard deviation?

First off, I'm not a mathematician, and never took statistics in college, what I know about standard deviation I've learned in the past few weeks, so be gentle... I'm working on a piece of software that calculates the standard deviation of the…
delliottg
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How to calculate Standard Deviation without detailed historical data?

i'm taking some measurements... Let's say i don't have the luxury to store each individual value but i can only store the sum of all measures and their number (and any other such aggregate data). For example, when a new measurement comes in i do…
Sandman
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Standard deviation: mathematical manipulation

I am learning about standard deviation. In the book I am reading it defines standard deviation as: $$\sigma^2 = E[(x - E[x])^2]$$ so far no problem. In then states "simple mathematical manipulation leads to the following equation:" $$\sigma^2 =…
Marc Ourens
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Mean or standard deviation?

Which one of mean or standard deviation can used to solve the following problem? A light bulb is considered defective if it lasts less than 400 hours. The following claim is made: 'Brand A light bulbs are more likely to be defective than Brand B…
bman
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Removing slope from running times

First of all, & looking at the suggested question list, I hesitate at asking this basic question: Here goes. I'm trying to assess my fitness, and I need a bit of mathematical help. I do a little jogging, along many paths around my very hilly…
chris
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Problem on Standard Deviation

A man has observed the number of chocolates eaten by his son for 32 days.The total number of chocolates eaten by his son is 80 and the sum of the squares of the chocolates eaten everyday is 1000, then the standard deviation he calculated is (a) 1 …
user93470
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Converting standard deviation number

This is math finance question. I'm trying to figure out the formula for converting the standard deviation of % changes in prices for a sample of days into the standard deviation of % changes in prices annualized. Here is an excerpt: "Historical…
Jwan622
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Removing outliers with standard deviation - is it possible to end up with an empty dataset?

There is a fairly standard technique of removing outliers from a sample by using standard deviation. Specifically, the technique is - remove from the sample dataset any points that lie 1(or 2, or 3) standard deviations (the usual unbiased stdev)…
user869081
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