Standard deviation for proportions

In summary, to calculate the standard deviation and standard error for a binomial distribution with multiple samples, you can use the formula $\hat \sigma = \sqrt{\frac{\hat p (1 - \hat p)}{n}}$ for each individual sample and then combine the measurements using a weighted average with weights $w_i = \frac{1}{\hat\sigma_i^2}$. The standard error of the weighted mean is given by $\sigma_{\bar{p}} = \sqrt{\frac{ 1 }{\sum_{i=1}^N w_i}}$. When reporting the results as percentages, the proportion and percentage values can be used interchangeably with a factor of 100.
  • #1
Zues
4
0
Hi,,,can u please explain me how to calculate standard deviation and standard error for a binomial distribution when you have several samples?

For exapmple:
I don't know the population size. I take a sample of 10 and check for a particular characteristic. Let's say number of successes for this sample is x. So the proportion of successes is x/n. Then I repeat this process 3 times. That means I take 3 samples. Then I'll calculate the mean of the x/n for these 3 samples. So how do I calculate standard deviation or standard error for this mean value?

Eg: Sample 1 => x/n = x/10 =3/10 =30%

When this is done to all three samples,

Sample 1 => 30% +- a
Sample 2 => 32% +-b
Sample 3 => 32% +- c
Mean = 31.33% +-d

How do I calculate a,b,c and d? And what if I have different sample sizes for the three occasions? (having 10, 15, 8 instead of 10,10,10).

Thank you very much for your help
 
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  • #2
Zues said:
Hi,,,can u please explain me how to calculate standard deviation and standard error for a binomial distribution when you have several samples?

For exapmple:
I don't know the population size. I take a sample of 10 and check for a particular characteristic. Let's say number of successes for this sample is x. So the proportion of successes is x/n. Then I repeat this process 3 times. That means I take 3 samples. Then I'll calculate the mean of the x/n for these 3 samples. So how do I calculate standard deviation or standard error for this mean value?

Eg: Sample 1 => x/n = x/10 =3/10 =30%

When this is done to all three samples,

Sample 1 => 30% +- a
Sample 2 => 32% +-b
Sample 3 => 32% +- c
Mean = 31.33% +-d

How do I calculate a,b,c and d? And what if I have different sample sizes for the three occasions? (having 10, 15, 8 instead of 10,10,10).

Thank you very much for your help

Hi Zues! Welcome to MHB! :)

The standard deviation of the proportion of a binomial distribution is estimated with:
$$\hat \sigma = \sqrt{\frac{\hat p (1 - \hat p)}{n}}$$
where $\hat p$ is the estimated proportion.

When combining N measurements with different standard deviations, you'll need a weighted average.
The weights are:
$$w_i = \frac{1}{\hat\sigma_i^2}$$
The weighted mean is then:
$$\bar{p} = \frac{ \displaystyle\sum_{i=1}^N \hat p_i w_i}{\displaystyle\sum_{i=1}^N w_i}$$
And the standard error $\sigma_{\bar{p}}$ of the weighted mean is:
$$\sigma_{\bar{p}} = \sqrt{\frac{ 1 }{\sum_{i=1}^N w_i}}$$
 
  • #3
I like Serena said:
Hi Zues! Welcome to MHB! :)

The standard deviation of the proportion of a binomial distribution is estimated with:
$$\hat \sigma = \sqrt{\frac{\hat p (1 - \hat p)}{n}}$$
where $\hat p$ is the estimated proportion.

When combining N measurements with different standard deviations, you'll need a weighted average.
The weights are:
$$w_i = \frac{1}{\hat\sigma_i^2}$$
The weighted mean is then:
$$\bar{p} = \frac{ \displaystyle\sum_{i=1}^N \hat p_i w_i}{\displaystyle\sum_{i=1}^N w_i}$$
And the standard error $\sigma_{\bar{p}}$ of the weighted mean is:
$$\sigma_{\bar{p}} = \sqrt{\frac{ 1 }{\sum_{i=1}^N w_i}}$$

Thank you very very much Serena. I spent a whole day trying to find this. Thank you very much (Smile)
 
  • #4
Hi,, I have another question regarding this. I would like to report my results as percentages. Then how should I report the standard errors and standard deviations? I'm asking this because we use the proportion (instead of the percentage value) to calculate the SD an SE

Thank you very much and I'm so sorry for bothering. Thank you
 
  • #5
Zues said:
Hi,, I have another question regarding this. I would like to report my results as percentages. Then how should I report the standard errors and standard deviations? I'm asking this because we use the proportion (instead of the percentage value) to calculate the SD an SE

Thank you very much and I'm so sorry for bothering. Thank you

A proportion and a percentage represent the same thing.
The only difference is a factor of a 100.

So, suppose you have a weighted mean of $\bar p = 0.31$ and an estimated standard error of $\hat \sigma_{\bar p}=0.12$, then you might also say that $\bar p = 31\%$ and $\hat \sigma_{\bar p}=12\%$.
Or for short:
$$\bar p = 31 \pm 12 \%$$
 
  • #6
Thank you very much. This means a lot. You are so kind, Thank you(Smile)
 

Related to Standard deviation for proportions

What is standard deviation for proportions?

Standard deviation for proportions is a statistical measure that describes how much the data points in a sample vary from the sample mean. It is used to measure the spread or dispersion of a set of data.

How is standard deviation for proportions calculated?

The standard deviation for proportions is calculated by taking the square root of the variance, which is the average of the squared differences from the mean. The formula for standard deviation of proportions is: √(p(1-p)/n), where p is the proportion and n is the sample size.

What does a high standard deviation for proportions indicate?

A high standard deviation for proportions indicates that the data points are spread out over a wider range, or that there is a high variability in the proportions within the sample. This means that the data points are not clustered around the mean, but are more scattered.

How is standard deviation for proportions used in research?

In research, standard deviation for proportions is used to analyze and interpret data, particularly in studies involving categorical or binary data. It helps to determine how much the data points deviate from the average and if there are any outliers or extreme values that may affect the results of the study.

What is a good range for standard deviation for proportions?

There is no specific range for standard deviation for proportions, as it depends on the data and the research question. However, generally, a lower standard deviation indicates that the data points are closer to the mean and have less variation, while a higher standard deviation indicates that the data points are more spread out and have more variability.

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