Results 1 to 5 of 5

Math Help - Okay simple question about the populationstandard deviation

  1. #1
    Newbie
    Joined
    Mar 2011
    Posts
    14

    Okay simple question about the populationstandard deviation

    I have the following: the expected value and the variance of a PDF.

    I am running 3 simulations with n=10,n=20, and n=30.

    I need the population standard deviation of the mean of a sample size n from your distribution

    I thought it would be just the square root of the (variance/n), is that not correct? (so thus 3 different sd's.

    Or is it simply the square root of the variance?

    Further on I am asked to find the table of the proportion of means within one and two stadard deviations of E(X), and I use the following code:
    mean(abs(xbar10-mu)<sqrt(var/n))

    which would mean the sqrt(var/n) is the standard deviation, correct?
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Grand Panjandrum
    Joined
    Nov 2005
    From
    someplace
    Posts
    14,972
    Thanks
    4
    Quote Originally Posted by xamius View Post
    I have the following: the expected value and the variance of a PDF.

    I am running 3 simulations with n=10,n=20, and n=30.

    I need the population standard deviation of the mean of a sample size n from your distribution

    I thought it would be just the square root of the (variance/n), is that not correct? (so thus 3 different sd's.
    Yes

    Or is it simply the square root of the variance?

    Further on I am asked to find the table of the proportion of means within one and two stadard deviations of E(X), and I use the following code:
    mean(abs(xbar10-mu)<sqrt(var/n))
    What is that mean?

    You should be either using Chebyshev's inequality or treating the sample means as if they are normally distributed with the same mean as the population and standard deviations as above.

    which would mean the sqrt(var/n) is the standard deviation, correct?
    Now without seeing the actual wording of the question I am suspicious about using the population variance in this work rather than the unbiased estimate of the population variance from your samples, in which case you end up with a t-distribution rather than normal distribution at the end.

    CB
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Newbie
    Joined
    Mar 2011
    Posts
    14
    The code was given to me by the professor (R code.)



    Here is what I am doing: Using the quanilte function of a pdf to create 100,000 random draws of sample size 10 (and 20 and 30).
    N=100,000
    xbar10=rep(0,N)
    n=10
    for(i in 1:N){
    xbar10[i]<-mean(myquant(runif(n)))
    }

    Which creates xbar10, a sample of means. I take the absolute value of each those means and subtract it fromt he real mean and find the mean of all of those. I then compare it to the standard deviation of the population. Does that make sense? Do you see something wrong with that?
    Follow Math Help Forum on Facebook and Google+

  4. #4
    Grand Panjandrum
    Joined
    Nov 2005
    From
    someplace
    Posts
    14,972
    Thanks
    4
    Quote Originally Posted by xamius View Post
    The code was given to me by the professor (R code.)



    Here is what I am doing: Using the quanilte function of a pdf to create 100,000 random draws of sample size 10 (and 20 and 30).
    N=100,000
    xbar10=rep(0,N)
    n=10
    for(i in 1:N){
    xbar10[i]<-mean(myquant(runif(n)))
    }

    Which creates xbar10, a sample of means. I take the absolute value of each those means and subtract it fromt he real mean and find the mean of all of those. I then compare it to the standard deviation of the population. Does that make sense? Do you see something wrong with that?
    Actually I do, you should not be using your knowledge of the population mean and variance, but should be using your simulated data to obtain estimates.

    Except the wording of the question you posted is vague and could mean a number of things.

    CB
    Follow Math Help Forum on Facebook and Google+

  5. #5
    Newbie
    Joined
    Mar 2011
    Posts
    14
    Quote Originally Posted by CaptainBlack View Post
    Actually I do, you should not be using your knowledge of the population mean and variance, but should be using your simulated data to obtain estimates.

    Except the wording of the question you posted is vague and could mean a number of things.

    CB
    The assignment is to compare the means of the simulated data and compare it with the variance of the population to see if we beat the Central limit therom. This PDF is really skewed, so with these small samples, I am beating the CLT. Does that make sense?
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 2
    Last Post: January 22nd 2011, 01:07 AM
  2. Standard Deviation question
    Posted in the Statistics Forum
    Replies: 1
    Last Post: November 23rd 2009, 11:34 PM
  3. Mean, Mean deviation Question! :)
    Posted in the Statistics Forum
    Replies: 3
    Last Post: February 4th 2009, 06:25 PM
  4. A question on Probability and deviation HELP!
    Posted in the Statistics Forum
    Replies: 2
    Last Post: January 12th 2009, 09:08 PM
  5. question about standard deviation
    Posted in the Math Topics Forum
    Replies: 1
    Last Post: October 7th 2005, 06:16 PM

Search Tags


/mathhelpforum @mathhelpforum