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Standard Deviation This gives a better measure of spread than the range, which only looks at the biggest and smallest values. The standard deviation is a measure of the average deviation of each data point from the mean value. Standard deviation = (deviation from mean)2 Σf = Remember, ( x – mean )2 n A better way to calculate this is to use: Standard deviation = x2 - mean 2 n If you have grouped data then standard deviation = f x2 - mean 2 Σf Note that you can calculate standard deviation using Excel 1 769857946 mean = f x = f x n Σf Data set 1 Data set 2 Data set 3 Data set 4 Data set 5 Data set 6 6 1 1 4 4 4 6 6 1 5 6 4 6 6 2 6 6 4 7 7 11 7 7 9 7 7 12 8 7 9 7 12 12 9 9 9 Standard deviation = square root of the variance Variance = Sum( x^2) /n - mean^2 x^2 Data set 1 Data set 2 Data set 3 Data set 4 Data set 5 Data set 6 36 1 1 16 16 16 36 36 1 25 36 16 36 36 4 36 36 16 49 49 121 49 49 81 Standard deviation = Variance = Data set 5 x - mean deviation squared 49 49 144 64 49 81 Mean 6.5 6.5 6.5 6.5 6.5 6.5 49 144 144 81 81 81 Sum of x^2 255 315 415 271 267 291 Median 6.5 6.5 6.5 6.5 6.5 6.5 variance 0.250 10.250 26.917 2.917 2.250 6.250 square root of the variance sum of deviations squared / n 4 -2.5 6 -0.5 6 -0.5 7 0.5 7 0.5 9 2.5 6.25 0.25 0.25 0.25 0.25 6.25 2 mean = Sum = variance = sd = 769857946 6.5 13.5 2.25 1.5 Mode 6 6 1 #N/A 6 4 Range 1 11 11 5 5 5 standard deviation 0.500 3.202 5.188 1.708 1.500 2.500 Sizes of holes bored in engine castings Sizes of holes bored in engine castings Diameter cm cm 2.011 2.014 2.016 2.019 2.021 2.024 2.026 2.029 2.031 2.034 Frequency 7 16 23 9 5 60 Diameter cm cm 11 14 16 19 21 24 26 29 31 34 % 11.7 26.7 38.3 15 8.3 Frequency 7 16 23 9 5 60 Diameter cm 2.011 2.016 cm 2.014 2.019 Frequency 7 16 2.021 2.026 2.031 2.024 2.029 2.034 23 9 5 60 thousandths cm 11 14 16 19 21 24 26 29 31 34 Frequency 7 16 23 9 5 60 midpoint 2.0125 2.0175 2.0225 2.0275 2.0325 fx 14.0875 32.28 f x^2 28.35109375 65.1249 46.5175 18.2475 10.1625 121.295 94.08164375 36.99680625 20.65528125 245.209725 median = LQ = UQ = IQ Range = mean = sd = 2.0215833 0.0054384 mean = 21.583333 sd = 5.4384179 true mean = 2.0215833 true sd = 0.0054384 Diameter midpoint 12.5 17.5 22.5 27.5 32.5 fx 87.5 280 517.5 247.5 162.5 1295 f x^2 1093.75 4900 11643.75 6806.25 5281.25 29725 Data adjusted by subtracting 2, then multiplying by 1000 Obtain true mean by dividing by 1000, then adding 2 Obtain true sd by dividing by 1000 3 769857946 2.021978261 2.0175 2.023869565 0.006369565 Cum. Freq. 7 23 46 55 60 68% (approximately two thirds) of the data lies within 1 standard deviation of the mean; approximately 95% of the distribution lies within 2 standard deviations of the mean; approximately 99.5% of the distribution lies within 3 standard deviations of the mean. The above statements apply to a Normal distribution but are approximately true for other data which is symmetrical. In our example above, Mean = 2.0216 to 4 d.p. s.d. = 0.0054 to 4 d.p. Therefore approximately two thirds of the data lies in the range 2.0216 ± 0.0054 ( i.e. between 2.0162 and 2.0270 cm) Approximately 95% of the data lies in the range 2.0216 ± 0.0108 (i.e. between 2.0108 and 2.0324 cm). Approximately 99.5% of the data lies in the range 2.0216 ± 0.0162 (i.e. between 2.0054 and 2.0378 cm). From the original table of data, 80% of the data lies between 2.015 and 2.030 cm. Alternative measures of spread: Centiles and the interquartile range Cumulative frequency 70 60 50 40 30 20 10 0 2.005 2.01 2.015 2.02 2.025 2.03 2.035 2.04 Diameter (cm) Use the cumulative frequency curve to estimate the lower quartile, upper quartile, 5 th centile and 95th centile. 4 769857946