Uncertainty estimation: mean of variance or mean of standard deviation.

I'm doing monte carlo black box uncertainty propagation. I applied noise to inputs, and saw how it affected the output. I have a matrix of the propagated noise, data points vs trials. I took the standard deviation of the trials to check the uncertainty in every datapoint. To check the uncertainty of the overall system, do I take the mean of the standard deviation or the square root of the mean of the variance?

Each point is expected to have a different local uncertainty. I believe the mean of the variance makes more statistical sense than the mean of standard deviation, but it's more a hunch than something I'm sure

We assume uncertainty is the variance of noise, but display in standard deviation to have proper units

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πŸ‘€︎ u/FellowOfHorses
πŸ“…︎ Jul 05 2019
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Estimation of theoretical standard deviation of an estimator

First of all, English is not my mother tongue, neither is statistics my speciality, so I'll try to translate the terms I know from French but may fail. Sorry for that.

I am currently trying to estimate the random error of an estimator, considering that there is no other bias in the sampling.

The problem is simple : I have, in a primary volume (pV), particles that move freely, do not interact with each other and bounce freely on the wall of the container. Something like a perfect gas. I know the primary volume, and the concentration of particle in this volume (pC).

Now, if I take a portion of this primary volume (sample volume sV), the "function of repartition" (I don't know if it is the correct term) of this estimator follow a normal distribution.

It seems evident to me that, in this theoretical situation without bias, the standard derivation (SD) of this estimator follow a statistical law with pV, pC, and sV as only parameters, and that, with this law, I can calculate the SD in different settings of pV, pC and sV.

Then the questions :

  • Am I wrong (please elaborate if I am) ?
  • If not, what is the law that described the behaviour of SD in this case ?
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πŸ‘€︎ u/PionCurieux
πŸ“…︎ Sep 22 2017
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So I can say with 95% confidence that my stats final was between 20 and 59 points. Don't even get me started on the standard deviation of my estimate.

I swear if someone even thinks of attempting to find the standard deviation i'mma kame hame ha them into the stratosphere.

Up until this point I've had a pretty good grade in the class and was aiming for a B by the end of the semester. But the study guide the prof gave us was not like the final and they don't give partial credit on exams. I just finished the final and was wondering if anyone else knew if it was possible to pass/fail after taking the final itself. The title describes the situation. Advice?

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πŸ“…︎ May 06 2021
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Standard deviation of spectrum estimates

For a project in a DSP class, I had to simulate 50 monte-carlo runs of spectral estimates of a sum of sinusoids and gaussian noise using different spectral estimators. I plotted in decibels both the means of the 50 spectral estimates and the standard deviations over the 50 runs (i.e. storing each of the 50 estimates as a row vector in a matrix and then obtaining a vector of the standard deviation of each column), and while the magnitudes are quite different, the envelope of the standard deviation plot very nearly matches the envelope of the spectrum in the sense that wherever the magnitude peaks, so does the standard deviation (except in the cases of a maximum likelihood spectrum, where the standard deviation reaches a minimum wherever the spectrum reaches a peak, and the maximum entropy spectrum, where the standard deviation appears to be fairly constant). What is this actually representing though, and why do the envelopes appear to match with each other?

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πŸ‘€︎ u/TheYesManCan
πŸ“…︎ Apr 01 2021
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Play Store downloads data predicts 263k deliveries with a standard deviation of 1.1k vehicles twitter.com/SilentFL/stat…
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πŸ‘€︎ u/SilentKillerFL
πŸ“…︎ Jan 01 2022
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ELI5 what it means when we say: it is estimated that a loss of 12 weeks of learning could imply a 6% of a standard deviation loss in test scores.
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πŸ‘€︎ u/mecmg
πŸ“…︎ Aug 11 2020
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[Q] How do you compare the standard deviation of datasets using different units?

Say I have two data sets in different units, on measures temperature and ranges from 15-30, and the other measures distance, ranging from 10-1300. I get back two standard deviations that are wildly different because the scale of the datasets are different, let’s say they’re 2.7 and 310.

What is the correct way to quantify them in a comparable way? I was thinking I could present them as a percentage of the range?

Thanks

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πŸ‘€︎ u/Laika18
πŸ“…︎ Dec 11 2021
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What does Β΅0 stand for I'm the context of Z-tests and how can I know its value if I only have mean, standard deviation, population size and the desired confidence interval as a given?

Sorry for the probably very basic question but I'm currently trying to understand Z-tests and I'm lost.

Also if anyone of knows of the existence something like a complete or close to complete dictionary/vocabulary of all common variables in statistics and all the ways they can be spelled out in formulas it would be highly appreciated.

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πŸ‘€︎ u/EmperrorNombrero
πŸ“…︎ Jan 05 2022
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[Q] Why is the standard deviation a better measure of dispersion than the average distance from the mean?

I'm sorry if this question has been asked here already. I haven't been able to find a definitive answer.

I've heard squaring the distances from the mean makes the resulting numbers easier to work with. If this is true, why does it make things easier (aside from producing positive values)? Also, why is the SD always bigger than the average distance from the mean? Is this a potential reason why the SD is a better measure of dispersion?

Thank you.

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πŸ‘€︎ u/Remroid66
πŸ“…︎ Nov 13 2021
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Why do we square then square root in standard deviation, as opposed to simply taking the modulus of all values? Surely the way we do it puts additional weighting on data points further from the mean?
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πŸ‘€︎ u/BearAndAcorn
πŸ“…︎ Nov 15 2021
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What is the frequency of standard deviation and normal distribution questions coming in a quant section?
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πŸ‘€︎ u/Rajvir07
πŸ“…︎ Jan 09 2022
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After days of re-calibration, different slicer settings, and trying all sorts of temps, I finally got my 0.2 nozzle dialed in for this white Hatchbox PLA. Pretty impressed with the results, the max side deviation was 0.03mm for this standard 20x20x20mm cal cube.
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πŸ‘€︎ u/kerbin_Engineer
πŸ“…︎ Jan 08 2022
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[Off-Site] Standard deviation of onion pieces
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πŸ‘€︎ u/dwkeith
πŸ“…︎ Nov 07 2021
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Who is the most consistent fantasy football player in regards to standard deviation of points?

Was looking at my team and noticed that Mike Davis scored between 10.2 and 13.3 PPR points every week so far.

Got me thinking about who consistently scores within the smallest range? This isn’t a question of quality, I am curious about who the most predictable performer is.

My nomination is Mike Davis, as his standard deviation of PPR scores is 1.125, which is hard to beat imo.

Does anyone else know of any player who scores so predictably every week? Let me know if there’s someone with a smaller SD.

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πŸ‘€︎ u/Jkpttr
πŸ“…︎ Oct 12 2021
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About 68% of people are within one standard deviation of average
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πŸ‘€︎ u/pi--ip
πŸ“…︎ Dec 18 2021
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contrast estimator for t Student is calculated with standard deviation (S) or with standard quasi deviation (Ŝ)?

I'm doing some hypothesis contrast exercises where I have the value of the sample's standard deviation but not the one of the population, so I've read that in these cases I have to do the hypothesis contrast following a t Student distribution. To calculate the t value for the contrast I don't know if I have to use the standard deviation (S) or the standard quasi variation (Ŝ), which is S * √ ( n / n - 1 ).

So the way to calculate t is:

t = (M - μ ) / (S / √n) ?

where M (sample's mean), ΞΌ (population's mean), S (standard deviation), n (sample's size)

or

t = (M - μ ) / ( Ŝ / √n) ?

where M (sample's mean), μ (population's mean), Ŝ (standard quasi deviation), n (sample's size)

Any help is greatly appreciated because I have the global exam next week and I'm so lost.

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πŸ‘€︎ u/Papayemo
πŸ“…︎ May 30 2021
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Would one of these be considered a miscut or within the standard deviation? reddit.com/gallery/rx680a
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πŸ‘€︎ u/mosheman100
πŸ“…︎ Jan 06 2022
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What is the syntax of standard deviation in analytics?

I'm attempting to build a new dashboard that calculates z-score for changes in client volume, and to do so I need standard deviation. I found the formula:

Stddevp([argument])

When I place my columns in question in the parentheses, it gives me an invalid argument error. The Salesforce help pages only show the formula referencing a single column...which isn't useful for standard deviation.

What I have tried:

Stddevp(E,F,G) <- where columns E,F,G have the numbers in question, tried with and without quotes. stddevp("12 month", "11 month", "10 month") <- what I custom named the columns.

Any help would be much appreciated!

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πŸ‘€︎ u/proffelytizer
πŸ“…︎ Jan 07 2022
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PROG - Fidelity - not sure how accurate this chart is but it looks like high probability (standard deviation of 1) to hit $6. and a riskier price range (standard deviation of 2) ceiling is $21.35.... take it with a grain of salt b/c squeeze plays break charts.
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πŸ‘€︎ u/Krunk_korean_kid
πŸ“…︎ Nov 05 2021
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Source Gregmat quantitative technique 2 …why he added n*standard deviation to mean does it mean that if we have mean and standard deviation we can frame the elements in set exactly …. Like prime numbers are basic building blocks every set is basic building block of mean and SD ?
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πŸ‘€︎ u/Working_Engine521
πŸ“…︎ Dec 17 2021
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SOURCE: GREGMAT QUANT STRATEGY SESSION 5 (CONCEPT STRATEGY) HOMEWORK DOUBT! I solved using concept and std is "how far from mean" or "how far spread out". The question asked standard deviation of y values corresponding to all x values is greatest. I picked D as y is most spreadout. But ans=E. Why? reddit.com/gallery/rorm1u
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πŸ‘€︎ u/unavailabelle
πŸ“…︎ Dec 26 2021
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Let's say I have a portfolio with an annual expected return of 5 and a standard deviation of 10.

So the annual arithmetic return = 5% and the standard deviation is 10%

How would I go about finding the arithmetic return and standard deviation over a two-year period? Or over an n-year period?

I've thought about translating it back to annual standard deviation. So that the 10% / sqrt (2) = the two year standard deviation. Does that sound right to you guys? How would I compute the average 2-year return that incorporates the volatility.

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πŸ‘€︎ u/LeftOnBurnside
πŸ“…︎ Dec 30 2021
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How to find data on standard deviation of wOBA

I want to look at the standard deviation of a player’s wOBA for individual years and cumulative if possible for a project. I was wondering if anyone knew where I could find that data

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πŸ‘€︎ u/Nivvy_Miz
πŸ“…︎ Nov 04 2021
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For part c .i subbed the original data into the standard deviation equation to find sum of x^2 then added the new 4th value to it ( 1)and continued as normal. but the book assumed the first three data values are 0.72 instead so squared those and then added 1. Why is this? Thanks
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πŸ‘€︎ u/anon231123
πŸ“…︎ Jan 01 2022
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Question: At what age do master level players (2200+) reach their peak? Answer: Average 33 years and 4 months with a standard deviation of 12 years and 4 months chess.stackexchange.com/q…
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πŸ‘€︎ u/nicbentulan
πŸ“…︎ Sep 02 2021
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People of Reddit, what event would have to happen or rather the the statistics of the possibility of an occurrence of a 10 standard deviation (SD=√10)?
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πŸ‘€︎ u/planet_jiji
πŸ“…︎ Nov 24 2021
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terminology question: is the 'standard error' the name for the true concept- the standard deviation of the sample distribution, or is it the name of the estimate of the standard deviation of the sampling distribution?

just like how a statistics is the estimate of the parameter, is the standard error the estimate of the true sampling distribution standard deviation, or is the true 'parameter' called the standard error?

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πŸ‘€︎ u/Whynvme
πŸ“…︎ Feb 17 2020
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How can I find the point estimate when the given is sample standard deviation instead of population standard deviation?
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πŸ‘€︎ u/KaizenCyrus
πŸ“…︎ Mar 08 2020
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