Standard deviation for proportions

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Discussion Overview

The discussion revolves around calculating the standard deviation and standard error for proportions derived from binomial distributions, particularly when multiple samples are involved. Participants explore how to handle varying sample sizes and how to report results in terms of percentages versus proportions.

Discussion Character

  • Technical explanation
  • Conceptual clarification
  • Homework-related

Main Points Raised

  • One participant asks how to calculate standard deviation and standard error for a binomial distribution when taking multiple samples, specifically when the population size is unknown.
  • Another participant provides a formula for estimating the standard deviation of the proportion and explains the use of weighted averages when combining measurements with different standard deviations.
  • There is a question about how to report results as percentages and how that relates to the calculation of standard deviations and standard errors, with a clarification that proportions and percentages are essentially the same, differing only by a factor of 100.

Areas of Agreement / Disagreement

Participants generally agree on the formulas for calculating standard deviation and standard error, but there is no consensus on the best way to report results, particularly regarding the transition from proportions to percentages.

Contextual Notes

Some participants express uncertainty about how to handle different sample sizes and the implications for standard deviation and standard error calculations. The discussion does not resolve these uncertainties.

Who May Find This Useful

This discussion may be useful for students or researchers dealing with statistical analysis of proportions in binomial distributions, particularly in contexts where sample sizes vary and reporting standards are in question.

Zues
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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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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:
$$\sigma_{\bar{p}} = \sqrt{\frac{ 1 }{\sum_{i=1}^N w_i}}$$
 
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)
 
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
 
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:
$$\bar p = 31 \pm 12 \%$$
 
Thank you very much. This means a lot. You are so kind, Thank you(Smile)
 

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