Combine two standard deviations?

  • Thread starter Addez123
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In summary: You have that ##x_i=z_i## for ##i=1,...,10## and ##y_i=z_{i+10}## for ##i=1,...,5##. So, you can replace ##x_i## and ##y_i## in the previous expression by ##z_i## and ##z_{i+10}##, respectively. You can also replace ##n_z## by ##n## because both represent the number of elements of the new sample. So, you get$$s_z^2=\frac{1}{n-1}\left(\sum_{i=1}^{10}z_i^2+\sum_{i=11}^{15}z_i^2-nz_m^2
  • #1
Addez123
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Homework Statement
Two materials, x1,..,x10 and y1,..y5 (note the 5!) have the following stats:
x_m = 5313
s_x = 5.2
y_m = 5309
s_y = 3

Assume both x and y are the same material, what is the new mean and standard deviation?
Relevant Equations
$$s^2 = \frac {1}{n - 1} * \sum (x_i - x_m)^2$$
$$s^2 = \frac {1}{n - 1} * ( \sum x_i^2 -1/n (\sum x_i)^2)$$
The mean is easy to calculate:
(x_m * 10 + y_m * 5) /15 = 5312
Which is correct.

But when you're suppose to calculate the variance it's impossible.
The values are squared so none of the equations will really help me..
 
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  • #2
It can be shown that for uncorrelated jointly distributed random variables the variance of the sum of those variables is

σ2 = ∑σi2
 
  • #3
Addez123 said:
Assume both x and y are the same material, what is the new mean and standard deviation?
In statistics, terms like "standard deviation" are ambiguous. "Standard deviation" may refer to:

1)A parameter of the distribution of a population

2)An "estimator", i.e. a formula for estimating the parameter from the values in a sample

3)A descriptive statistic. For example, some texts on descriptive statistics define the standard deviation of a sample to be ##\sqrt{ s^2}## where ##s^2 = \frac{1}{n} \sum (x_i - x_m)^2##. They use the factor ##\frac{1}{n}## instead of ##\frac{1}{n-1}##.

What @gleem wrote applies to interpreting "standard deviation" as 1) a parameter of a distribution. However, I suspect the problem you stated refers to "standard deviation" in the sense of 2) or 3).

If your problem occurs in a part of the text that deals with "pooled" means, standard deviations, and variances, you should look for formulas that the text uses to solve such problems. It would surprise me if a text expects you to discover the formulas by yourself.

I have in mind formulas like those on https://www.statisticshowto.com/pooled-standard-deviation/, but you will have to see what your own text expects you to use.
 
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I'll proceed like you did for the mean.
For a given sample
$$s^2=\frac{1}{n-1}\sum_{i=1}^n(x_i-x_m)^2=\frac{1}{n-1}\left(\sum_{i=1}^nx_i^2-nx_m^2\right)$$
Suppose that ##z_i## represents an element of your new sample (combination of the first two), then you have$$s_z^2=\frac{1}{n_z-1}\left(\sum_{i=1}^{n_z}z_i^2-n_zz_m^2\right)$$
Notice that ##\sum z_i^2=(x_1^2+...+x_{10}^2+y_1^2+...+y_5^2)=\sum x_i^2+\sum y_i^2##, which gives you$$s_z^2=\frac{1}{n_z-1}\left(\sum_{i=1}^{10}x_i^2+\sum_{i=1}^{5}y_i^2-n_zz_m^2\right)$$
You have already found ##z_m##. Now, you need to find ##n_z##, ##\sum x_i^2## and ##\sum y_i^2##.
 
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1. What is the purpose of combining two standard deviations?

The purpose of combining two standard deviations is to determine the variability of a combined set of data that comes from two separate populations. This allows scientists to compare and analyze the data more accurately.

2. How do you combine two standard deviations?

To combine two standard deviations, you can use the formula: √(SD1^2 + SD2^2), where SD1 and SD2 are the standard deviations of the two populations. This formula is known as the root sum of squares method.

3. Can you combine standard deviations from different sample sizes?

Yes, you can combine standard deviations from different sample sizes. However, it is important to note that the resulting combined standard deviation will be more influenced by the larger sample size.

4. What does it mean when the combined standard deviation is larger than the individual standard deviations?

When the combined standard deviation is larger than the individual standard deviations, it means that the two populations have a greater amount of variability when combined. This could indicate that there are significant differences between the two populations.

5. Are there any limitations to combining standard deviations?

Yes, there are limitations to combining standard deviations. This method assumes that the two populations have a similar distribution and that the data is normally distributed. If these assumptions are not met, the combined standard deviation may not accurately represent the variability of the combined data.

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