Re: Standard deviation?


"Chip Eastham" <hardmath@xxxxxxxxx> skrev i en meddelelse
news:bb0bbb0e-6f06-4fc8-9a1a-70d23c13144d@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
On May 15, 8:42 pm, Virgil <Vir...@xxxxxxxxx> wrote:
In article <g0icma$mr...@xxxxxxxxxxxxxxxxx>, "saneman" <a...@xxxxxx>
wrote:



"Virgil" <Vir...@xxxxxxxxx> skrev i en meddelelse
news:Virgil-9EC47E.16001515052008@xxxxxxxxxxxxxxxxxxxxxxxxxxx
In article <g0i9oe$m3...@xxxxxxxxxxxxxxxxx>, "saneman" <a...@xxxxxx>
wrote:

I would like to calculate the standard deviation on this set of
data:

v = 0.5677 0.4792 0.4844 0.4870 0.5104 0.4870
0.4792
0.4974 0.4688 0.4870

But how do I accomplish this without any information about the
propabilities?

I know of no formula for the standard deviation of a set of values
that
involves an probabilities.

The standard deviation is the square root of the variance:

http://en.wikipedia.org/wiki/Variance

and the variance is formulated on the above link as the sum of the
products
of with probabilities and the deviation. Thats why I thought it would
be
necessary to now the probabilities too.

That is the variance of a probability distribution, not of a finite set
of values with no probabilities assigned to them.

It amounts to treating the finite set as having
equal probabilities summing to 1, i.e. uniform
distribution over the finite set.

regards, chip

Another thing. Assume that the standard deviation (std) is 0.5 for some
vector. If I want to conclude anything about the density of the data should
the median not be supplied too? If the median is 0.001 then the data is very
diverse but if its 0.45 then its very dense around the median.

It seems impossible to conclude anything using only that std = 0.5.


.

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