Finding standard deviation or error from normalized data.

[doublemint]

Hello All,

I am trying to figure out how to find the standard deviation or error in sets of data. So let's say I have sets x1, x2, x3 and x4 with various values and I found the average and standard deviations for it. Now I have to take the averages, let's say a1, a2, a3, a4, and normalize a2,a3,a4 to a1. Now how do I find the standard deviation or error in the normalized sets? Forgive my ignorance, but I am suppose to do this for a project and I have never taken any stats course before..

Thanks
DoubleMint

 

[Stephen Tashi]

What do you mean by "normalize"? For example, do you mean that multiply each datum in the data set x2 by the factor (a2/a1) ?

Let the data be the d_i. Let the sample mean be m . Let the scaling factor be k

The mean of the scaled data k d_i is m k

The variance of the scaled data is:

\sum \frac { ( k d_i - m k )^2}{n} = \sum \frac{k^2 (d_i - k)^2 }{n} = k^2 \sum \frac{(d_i - m)^2}{n}

This is k^2 times the variance of the original sample.

So the sample standard deviation of the scaled data is |k| times the standard deviation of the original data.