What Justifies Using a Single SD for All Measurements in a Dataset?

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SUMMARY

The discussion centers on the justification for using a single standard deviation (SD) for all measurements in a dataset when individual measurements lack assigned SDs. The consensus is that if all measurements are derived from the same population with a constant SD, it is valid to apply the overall SD of the dataset to each individual measurement. This allows for the calculation of the width of the average using the formula SD/sqrt(N), where N represents the number of measurements.

PREREQUISITES
  • Understanding of standard deviation (SD) in statistics
  • Knowledge of the concept of population versus sample in data analysis
  • Familiarity with the formula for calculating the width of the average
  • Basic statistical analysis skills
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  • Research the implications of assuming a constant standard deviation across a dataset
  • Learn about the Central Limit Theorem and its relevance to standard deviation
  • Explore methods for estimating standard deviation in datasets without assigned SDs
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This discussion is beneficial for statisticians, data analysts, and researchers who need to understand the implications of using a single standard deviation for multiple measurements in datasets lacking individual SDs.

Niles
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Hi

Ok, we all know that if a quantity T is measured N times, then all measurements have the same standard deviation (SD). Now, with this assumption one can derive the width of the average to get SD/sqrt(N).

I have often encountered a dataset D, where each measurement has been assigned no SD. Then one finds the SD for the whole dataset, and then the author uses SD/sqrt(N) to find the width of the average of D.

My question is: In these cases, then what justifies that SD found from the whole dataset D can be assumed to be valid for each single measurements, such that one can use SD/sqrt(N)?

I hope you understand.


Niles.
 
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"In these cases, then what justifies that SD found from the whole dataset D can be assumed to be valid for each single measurements"

The assumption that all the values in the data set come from the same population - one having a constant standard deviation.
 
Thanks, that makes sense.

Best wishes,
Niles.
 

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