Sample standard deviation proof

In summary, the given conversation discusses the relationship between two sets of observations, x_{1},...,x_{n} and y_{1},...,y_{n}, where y_{i}=ax_{i}+b. The goal is to prove that the standard deviation of y is equal to the absolute value of a times the standard deviation of x. The attempt at a solution includes using the fact that the mean of y is equal to a times the mean of x, and considering the effects of translation and scale on standard deviation. The suggestion is to first prove the relationship for variance and then use it to prove the relationship for standard deviation.
  • #1
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Homework Statement



Let [itex]x_{1},...,x_{n}[/itex] be n observations. If [itex]y_{1},...,y_{n}[/itex] is another set of observations s.t. [itex]y_{i}=ax_{i}+b[/itex] , prove that [itex]s_{y}=|a|s_{x}[/itex] .

The Attempt at a Solution




Attempt at a proof: Since [itex]\bar{y}=a\bar{x} +b[/itex] then [itex]\bar{x}=(\bar{y}-b)/a[/itex] and [itex]s_{x}=\sqrt{\frac{1}{n-1}\sum(x_{i}-\frac{\bar{y}-b}{a})}[/itex]. This is where I get stuck. Any ideas?
 
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  • #2
First of all, you should know that standard deviation is independent of translation (change of origin), but is affected by scale. See if you can knock out the proofs of each separately, and then you should be able to put them together. Also, begin your proofs by using the variance, not the standard deviation.
 
  • #3
and it will probably be easier to calculate [tex] s_y [/tex] directly and compare with the form of [tex] s_x [/tex]
 

1. What is the formula for calculating sample standard deviation?

The formula for calculating sample standard deviation is:

√(∑(x - x̄)^2 / (n-1))

Where x is each data point, is the mean of the data, and n is the number of data points.

2. How is sample standard deviation different from population standard deviation?

Sample standard deviation is calculated using a sample of data from a larger population, while population standard deviation is calculated using data from the entire population. Sample standard deviation is an estimate of the population standard deviation.

3. Why is it important to use sample standard deviation instead of population standard deviation?

Using sample standard deviation allows for more accurate estimation of the population standard deviation. Additionally, in situations where data from the entire population is not available, sample standard deviation is the only option for calculating the standard deviation.

4. What does a higher or lower sample standard deviation indicate?

A higher sample standard deviation indicates that the data points are more spread out from the mean, while a lower sample standard deviation indicates that the data points are closer to the mean. In other words, a higher standard deviation indicates more variability in the data.

5. Can sample standard deviation be negative?

No, sample standard deviation cannot be negative. Standard deviation is a measure of dispersion, so it is always positive or zero.

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