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# Variance, Standard deviation

Exercises: 1. What does variance measure?

2. How do we compute a variance?

3. What is the difference between variance and standard deviation?

4. What is the meaning of the variance when it is negative?

5. If I add 2 to all my observations, how variance and mean will vary?

6. If I multiply the result of my observations by 3, how variance and mean will vary?

7. What is the impact of one or few values different from the others on the variance?

___________________________________________________________ 5th ISTA seminar on statistics S Grégoire August 1999 2WEBVARI

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if we want help from statistics we will have to measure more than one to assess variability of the phenomenon.00 0.00 0 Case 2 8. number of seeds.26 250.5 1.We are not able to compute variance mentally.00 1. The standard deviation when we see its formula seems more complicated than the variance (there is a square root).00 0.71 1.5 9.5 11.00 0.82 0.00 0.00 0.33 18.00 10. if there is no variability in the phenomenon.81 20.5 0.5 10 1. The variance indicates the variability of a list of values. we usually do not need statistics.29 1.50 0.50 0.5 10.5 0 -1 0 0 1 0 -1 -1 1 1 0 -20 -10 10 20 0 not appropriate ___________________________________________________________ 5th ISTA seminar on statistics S Grégoire August 1999 2WEBVARI 2 .00 0.00 0.00 15 used used would have been nice difference difference difference difference mean from from from from mean mean mean mean value value value value 1 2 3 4 0 0 0 0 0 -1.00 0.12 1.15 1.00 0.67 0. The more different from each other our data are.5 Case 4 9 9 11 11 10 1.00 20.00 15. The variance use the distance of our values from their mean.00 1.00 1. if it would be the case it would be the square of the unit of measure. weight…) How do we compute a variance? Variance value 1 value 2 value 3 value 4 mean variance std deviation varP std dev P measure measure measure measure mean from from from from mean mean mean mean value value value value 1 2 3 4 Case 1 10 10 10 10 10 0.33 1.50 1.00 10.67 1. It shows how far are the values from the mean on average in the same scale as the measure (meters. Usually the variance is not accompanied with the measure scale. It is an average distance from the mean on the observations we have.5 -0.25 1. Variability is a fundamental basis for statistics.00 1.50 0. but it is practically easier to understand. If the values are grouped near to the mean the variance will be little. the greater is the variance.00 1 Case 5 -10 0 20 30 10 333.00 0.00 1.50 1 Case 3 9 10 10 11 10 0.00 1.

which is equivalent to use a meter and measure distances between points (see would have been nice from above table) This approach was proposed among others to describe variability.edu/~wallace/class/standrd. but was not kept by mathematicians. (see not appropriate of above table) The easier way would have been to use the average distance from the mean.html Variance value 1 value 2 value 3 case 1 10 10 10 case 2 9 10 11 10 1 1 Case 3 8 10 12 10 4 2 Case 4 4 10 16 10 36 6 Case 5 -10 10 30 10 400 20 mean 10 variance 0 std deviation 0 the 3 values the average the average the average the average are equal to distance to distance to distance to distance to the mean the the mean is 1 the mean is 2 the mean is 6 the mean is distance from 20 them to the mean is 0 NB: the values had been chosen for the purpose of the simplification of the understanding ___________________________________________________________ 5th ISTA seminar on statistics S Grégoire August 1999 2WEBVARI 3 . which is related to our common sense. This is the value. If we use the difference between the values and the mean we would obtain a value which would indicate the fact that values are rather lower or rather bigger the mean. which are always positive.ohiou.cats. as if we measure a distance with a wooden rule.To quantify distance from the mean we must sum distances in the common sense. it would have simplified our understanding if it had been kept. From the Web: A demonstration of how is computed a variance http://ouvaxa.

we still have exactly the same amount of money. ___________________________________________________________ 5th ISTA seminar on statistics S Grégoire August 1999 2WEBVARI 4 . as well as the mean salary. we can not compare them for objects having different measure units. each salary will be increased by 10 000 FF.… the units used are always the same. the standard deviation is multiplied by this constant. so the variance is not affected and remains the same. the mean will increase of this constant. but in pathology tests for instance if we compare methods the units of measurements might be different. The variance will not change. the disparities between persons are not affected if every one has the same bonus. be aware. Usually in germination.How does the scale of the values affects variance and mean? Variance Values 2 1 2 3 4 5 6 7 8 9 10 add 3 4 5 6 7 8 9 10 11 12 75 7.5 82.5 9.17 8.25 3 9 9. If we multiply our values by a constant . We can compute a mean salary for the laboratory and a variance of the salary in the laboratory. the mean will be multiplied by this constant. This shows the unit of measure has an influence on mean and variance. If we multiply our values by a constant. the dispersion of the values from the mean is not changed. If we add a constant to values. purity.25 1. If every one get a special bonus of 10 000 FF.03 • • • • If we add a constant to values.03 3 multiply 3 6 9 12 15 18 21 24 27 30 165 16.08 40 30 20 10 0 Values add multiply 60 50 mean variance 90 80 70 sum 55 mean 5. the variance is multiplied by the square of this constant Example about salaries: Not everyone have the same salary in our laboratory.50 74.25 ratio mean ratio variance std deviation 3. but both mean and variance are different.5 Variance variance P 8.36 1 3. If we change the currency from FF to Euros.

html look at effect of sample size on mean and variance http://www.html ___________________________________________________________ 5th ISTA seminar on statistics S Grégoire August 1999 2WEBVARI 5 .rice.ruf.ruf.edu/~lane/stat_sim/sampling_dist/index.rice.edu/~lane/stat_sim/descriptive/index. http://www.From the Web: Put data on a histogram and see how mean and standard deviation are affected.