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# Problem Statement

1. Find the precise data and mathematical expression needed for calculation of one standard deviation from a number of values.

2. Comparison of sample and population standard deviation.

Solution :

1.

Standard Deviation: First, we will work out the expression needed for calculation of standard deviation ( of the entire discrete population. The expression (eq.1) is:

where X = observation value , could be X1, X2……etc N = number of observations = population average i.e. sum of expressions divided by their number (X1+ X2+…….+ XN)/N For example (E1), for values 12, 20, 16, 18, 19, µ = 17, σ = √8 = 2.82. If the sample is divided in clusters with known frequency, X could be replaced by the mean value of the interval and ∑(X-µ)2 by ∑f(M-µ)2, where ‘f’ is the frequency of occurrence of interval, and ‘M” is the interval’s mean value.

Similarly, for sample standard deviation, the expression changes to (eq.2)

= sample mean( not the population mean) N = number of values in sample

which takes care of the fact that we have comparatively lesser information in the sample taken in E2.s = sample standard deviation This replacement of n -> n-1 is bessel’s correction due to the fact that s is not an unbiased estimator for σ. ν(1-z)2.995 0. our area would be define as (1-α)/2 for higher interval i. Suppose A quantity χv2 is defined as the expression we define confidence level as α. we have ν(1-z)2 = χ2 to get z=1Using this formula. Let z be a quantity which is defined as the ‘number of standard deviations by which our sample’s standard deviation deviates from population’s standard deviation’. Assuming a two tailed test. The method we used was the crudest and the most fundamental method of finding out the standard deviation.430178 .statsoft. our equation becomes. and (1+α)/2 for lower interval i. So. and using the distribution table given at http://www. 2. Construction of confidence intervals: For simplicity. Let us take another example E2 in which a large population of unknown size contains elements of E1 as a sample only. ν(1+z)2. a 2-dimensinal table could be created using χ2 tables. in the next part we will compute the general expression for getting the confidence intervals based on sample size. Using lower interval.com/textbook/distributiontables/#chi. take ν = n-1. (1-z)σ < s < (1+z)σ (1-z)2 < < (1+z)2 as written above. Now our standard deviation increases to √10 = 3. So.e.494212 .162.e.535688 . ν\ P 10 .975 0.990 0.

∑(ai+b) = a1+ a2…… an +n*b. when χ becomes 1000. bi are the ith terms of a.9943σ < s <1. 2. b is constant. I could not derive a method which could relate sample standard deviation to the population standard deviation .20 30 0. From the nature of functions involved in the calculations.828 1.357334 0. b which vary from 1 to n.251874 For example. ∑ stands for summation operator.25 σ with 95% confidence level.g. ∑n*f(x) = n*∑f(x) where ‘n’ is constant multiplier.307512 0. it appears that the calculability applies throughout the domain of the parameters. As the sample becomes bigger. we get (12-17)2+ (20-17)2+(16-17)2+(18-17)2+(19-17)2 Divide that by 5 and take square root to get √(25+9+1+1+4) /5 = √8 = 2. α = 0. 0.25 which means our sample standard deviation would lie between . ∑ (ai +bi) = a1 + b1 + a2 +b2…… an +bn. E. Explanation of doubts: In the expression ∑(X-µ)2 means (X1-µ)2+ (X2-µ)2+(X3-µ)2+(X4-µ)2+(X5-µ)2 Using that.05 we can compute z = . where ai. value of z decreases. For regression analysis. In the second example..390335 0.75 σ and 1. for ν = 30.322093 0.293991 0.0057σ.