Adding two set of samples with standard deviation confusions

Click For Summary

Discussion Overview

The discussion revolves around the concept of combining two sample sets and the implications for their standard deviations. Participants explore the relationship between the standard deviations of individual samples and the combined sample, including confusion arising from different interpretations of standard deviation in various contexts.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant suggests that when combining two sample sets, the new standard deviation should not be smaller than the smallest standard deviation of the two sets.
  • Another participant introduces a simplified example to illustrate the ambiguity of the term "standard deviation," proposing that it may be interpreted in multiple ways, which could lead to confusion in the original question.
  • A later reply reiterates the initial confusion about combining sample sets versus stacking outputs, clarifying that the calculation of standard deviation depends on the method of combination.
  • One participant provides a calculation for the combined mean and standard deviation, suggesting that the standard deviation is larger due to the significant difference in the means of the two sets.
  • There is a mention of Fourier series and how combining different sine/cosine waves can lead to a standard deviation of zero, which raises further questions about the interpretation of standard deviation in this context.

Areas of Agreement / Disagreement

Participants express differing views on the implications of combining sample sets and the interpretation of standard deviation. There is no consensus on the correct approach or understanding of the term as it applies to the discussion.

Contextual Notes

The discussion highlights limitations in understanding the definitions and applications of standard deviation, as well as the mathematical steps involved in combining sample sets.

mattkunq
Messages
14
Reaction score
0
Hello People,
I'm and just somewhat confused about this topic.
Lets say I have a sample set A with sample size= 101 mean =10 and sample stdv of 1

then sample set B with sample size= 100 Mean=15 with sample stdv of 2.

If i add these two samples sets together I should get a new stdv that is no smaller than the smallest stdv of the two. Right?

If you don't agree please tell so I know I am wrong but if you do think that it is true, then here is my confusion.

Fourier Series and make a straight line say(y=1) a sum of different sine/cosine waves.
Now if I take the x values as the sample names and the y-axis values as the test values of that sample. I can calculate a sample stdv for each wave. If i add the whole Fourier series together and get a straight line I would get a Stdv of zero. Which is less thant whatever the individual cosine/sine waves stdv were.

Thank you =)

I took one engineering stats course.
 
Physics news on Phys.org
Let's skip the Fourier series and look at a simpler example.

Suppose the measurements in set A are {A1=-2, A2=0, A3=2}
and the measurements in set B are {B1 = 2, B2 = 0, B3= -2}
Then the measurements like the ones you want to consider are those in the set C given by:
{C1 = A1+B1 = 0, C2 = A2+B2 = 0, C3 =A3 + B3 = 0 }

"Standard deviation" is an ambiguous term. Among it's possible meanings are:

1. The standard deviation of a probability distribution, also called the "population standard deviation".

2. The sample standard deviation, which is a formula that specifies a function of the values of a random sample from a probability distribution.

3. A particular value of the sample standard deviation that resulted from one particular sample (e.g. a specific number instead of a function).

4. An estimator of the poplation standard deviation, wihich is some function of the values in a random sample.

5. A particular value of an estimator of the population standard deviation

6. The mean square deviation of a function f(x) computed over an interval (such as the interval of one period of a periodic function).

Is your question using the term "standard deviation" in two different ways?
 
mattkunq said:
Hello People,
I'm and just somewhat confused about this topic.
Lets say I have a sample set A with sample size= 101 mean =10 and sample stdv of 1

then sample set B with sample size= 100 Mean=15 with sample stdv of 2.

If i add these two samples sets together I should get a new stdv that is no smaller than the smallest stdv of the two. Right?

If you don't agree please tell so I know I am wrong but if you do think that it is true, then here is my confusion.

Fourier Series and make a straight line say(y=1) a sum of different sine/cosine waves.
Now if I take the x values as the sample names and the y-axis values as the test values of that sample. I can calculate a sample stdv for each wave. If i add the whole Fourier series together and get a straight line I would get a Stdv of zero. Which is less thant whatever the individual cosine/sine waves stdv were.

Thank you =)

I took one engineering stats course.
The best way to get the combined mean and standard deviation is to reconstruct the original sum and sum of squares for each set of samples and then combine them to compute a mean and standard deviation for the totality of samples. My calculation led to a mean of 12.49 and a standard deviation of 2.957. Qualitatively the standard deviation is larger because of the significant difference in the means of the two sets of samples.
 
Hello People,
I have figured it out. When I say standard deviation I mean the follow equation is applied for the sample:
[1/(n-1)]*[(sum of x^2)-n*samplemean^2)]

So my confusion was the difference between combining two sample sets together and adding the two sample outputs respectively. Essentially stacking them. Like adding two inverted colored checker boards to one homogenous sheet of color.

As appose to puting the two different checkers side by side and evaluate the grey level sample standard deviation of that.

Thanks though! =)
 

Similar threads

  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 18 ·
Replies
18
Views
3K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 1 ·
Replies
1
Views
1K
  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K