Estimate of standard deviation for a log-transformed variable using arithmetic means and standard deviations

2003 ◽  
Vol 22 (17) ◽  
pp. 2723-2736 ◽  
Author(s):  
Hui Quan ◽  
Ji Zhang
Keyword(s):  
Standard Deviation ◽  
Arithmetic Means ◽  
Standard Deviations

On the sensibility of the Pairs Trading strategy: the case of the FTS stock market index

2020 ◽  
Vol 38 (3) ◽  
Author(s):  
Ainhoa Fernández-Pérez ◽  
María de las Nieves López-García ◽  
José Pedro Ramos Requena
Keyword(s):  
Standard Deviation ◽  
Stock Market ◽  
Trading Strategy ◽  
Stock Market Index ◽  
Pairs Trading ◽  
Empirical Application ◽  
Statistical Arbitrage ◽  
Market Index ◽  
Standard Deviations ◽  
Using Data

In this paper we present a non-conventional statistical arbitrage technique based in varying the number of standard deviations used to carry the trading strategy. We will show how values of 1 and 1,2 in the standard deviation provide better results that the classic strategy of Gatev et al (2006). An empirical application is performance using data of the FST100 index during the period 2010 to June 2019.

The Effects of Ethyl Alcohol on a Driver's Driving Skill, Visual Perception, Risk Acceptance, Choice Reaction Times and Information Processing Rates

1974 ◽  
Vol 18 (2) ◽  
pp. 116-116
Author(s):  
Helmut T. Zwahlen
Keyword(s):  
Information Processing ◽  
Standard Deviation ◽  
Visual Perception ◽  
Reaction Times ◽  
Driving Skill ◽  
Alcohol Condition ◽  
The Mean ◽  
Risk Acceptance ◽  
Standard Deviations ◽  
Choice Reaction Times

Twelve subjects (20–37 years old) were tested in the laboratory and eleven out of these were also tested in a car in the field, first under a no alcohol condition and then under an alcohol condition (approximately 0.10% BAC). In the laboratory the subjects simple and choice reaction times for two uncertainty modes were measured and their information processing rates (3 bits unsertainty) were determined. In the field the subjects driving skill for driving through a gap with 20 inches total clearance at 20 MPH was measured, as well as their static visual perceptual capabilities and risk acceptance decisions for a 46 feet viewing distance using psychophysical experimental methods. Based upon the driving skill measure (standard deviation of centerline deviations in the gap), the mean of the psychometric visual gap perception function and the mean of the psychometric gap risk acceptance function, the “Safety Distance” and the “Driver Safety Index” (DSI) were obtained. Based upon a statistical analysis of the data we may conclude first that the effects of alcohol (approximately 0.10% BAC) vary widely from one subject to another (slighthly improved performance to highly impaired performance) and that the changes in the group averages of the means and standard deviations of the psychometric visual perception and risk acceptance functions, the driving skill distributions, the “Safety Distances” and the DSI's for the subjects (although all changes in the group averages are in the expected direction) are statistically not significant (α = .05). Second, the group average of the means of the choice reaction times for the subjects increased by 5% under the alcohol condition (statistically significant, α = .05), but more important the group average of the standard deviations of the choice reaction times for the subjects increased by 23% (statistically significant, α = .05). The group average of the information processing rates for the subjects decreased by 3% (statistically not significant, α = .05) under the alcohol condition. A system model in which the system demands on the driver are represented in terms of choice reaction times is used to demonstrate that the increase in performance variability (expressed by the standard deviation of choice reaction times) under the influence of alcohol provides a much better explanation for the higher accident involvement than the historically most frequently used rather small increase in average performance (expressed by the mean of choice reaction times).

scholarly journals Synthesis of Plans to Increase the Results of Ordinary National Education Test by All-Round Tutoring Process for Primary School Grade 6

2021 ◽  
Vol 14 (2) ◽  
pp. 63
Author(s):  
Nuttakan Pakprod ◽  
Kanokrat Jirasatjanukul ◽  
Damrong Tumthong ◽  
Prapa Amklad ◽  
Wipa Lekchom
Keyword(s):  
Standard Deviation ◽  
Primary School ◽  
Target Group ◽  
Educational Testing ◽  
School Grade ◽  
National Education ◽  
Standard Deviations ◽  
The Difference ◽  
High Level ◽  
Basic Level

The objective of this research is to study the results of activities to increase the scores of Ordinary National Education Test. Cluster; teachers of Phetchaburi Rajabhat University comparing the results of Ordinary National Education Test in 2017-2018 and studying the satisfaction of the activities. The target group is 49 schools in Phetchaburi and Prachuap Khiri Khan Provinces, data were analyzed using mean and standard deviation. The study found that the difference of the scores of the Ordinary National Education Test was higher in 32 schools and there is a difference in scores of Ordinary National Education Test tests lower by 2 schools, representing 94.12, with the satisfaction of the participation in the activity of increasing the basic educational testing at the basic level is at a high level with an average of 4.22, standard deviations 0.73, which the participants are satisfied with the process. The process of organizing activities was at the highest with an average of 4.28, standard deviations 0.76 and continues organizing activities to increase the scores of Ordinary National Education Test.

scholarly journals The Competence of Professors of Physical and Sports Education in the Use of Modern Teaching Strategies for Middle School Under the Second Generation Curriculum

2021 ◽  
Vol 61 (1) ◽  
pp. 52-61
Author(s):  
Bengueneb Abdarahmane ◽  
Atallah Ahmed ◽  
Djourdem Bendehiba
Keyword(s):  
Middle School ◽  
Standard Deviation ◽  
Physical Education ◽  
Teaching Strategies ◽  
Research Team ◽  
Second Generation ◽  
Arithmetic Means ◽  
General Organization

Summary The study aims at identifying the degree of competency of the teacher of physical education and sports in using modern teaching strategies in light of what was stipulated by the second generation. The Study sample consists of 60 intermediate education teachers, and relies on a list prepared by the research team consisting of two axises, each axis containing 16 items that include familiarity with and employing modern strategies in the study of physical education and sports, as well as the general organization of the lesson the data are processed statistically using the arithmetic means standard deviation, and the results showed that the teachers of Physical education and sports in middle school do not use modern teaching strategies. This is due to their lack of competence.

scholarly journals Sample Sizes Needed for Specified Margins of Relative Error in the Estimates of the Repeatability and Reproducibility Standard Deviations

2005 ◽  
Vol 88 (5) ◽  
pp. 1503-1510 ◽  
Author(s):  
Foster D McClure ◽  
Jung K Lee
Keyword(s):  
Standard Deviation ◽  
Sample Size ◽  
Relative Error ◽  
Analytical Method ◽  
Actual Error ◽  
Repeatability Standard Deviation ◽  
Repeatability And Reproducibility ◽  
Standard Deviations ◽  
True Values ◽  
Addition Formulas

Abstract Sample size formulas are developed to estimate the repeatability and reproducibility standard deviations (sr and sR) such that the actual error in (sr and sR) relative to their respective true values, σr and σR, are at predefined levels. The statistical consequences associated with AOAC INTERNATIONAL required sample size to validate an analytical method are discussed. In addition, formulas to estimate the uncertainties of (sr and sR) were derived and are provided as supporting documentation.Formula for the Number of Replicates Required for a Specified Margin of Relative Error in the Estimate of the Repeatability Standard Deviation

scholarly journals Effect sizes and meta-analysis indicate no sex dimorphism in the human or rodent corpus callosum

1998 ◽  
Vol 21 (3) ◽  
pp. 338-339
Author(s):  
Douglas Wahlsten ◽  
Katherine M. Bishop
Keyword(s):  
Standard Deviation ◽  
Corpus Callosum ◽  
Brain Size ◽  
Meta Analysis ◽  
Effect Sizes ◽  
Sex Dimorphism ◽  
Standard Deviations ◽  
Average Size

Sex dimorphism occurs when group means differ by four or more standard deviations. However, the average size of the corpus callosum is greater in males by about one standard deviation in rats, 0.2 standard deviation in humans, and virtually zero in mice. Furthermore, variations in corpus callosum size are related to brain size and are not sex specific.

scholarly journals University of Michigan Radiocarbon Dates IX

Radiocarbon ◽  
1964 ◽  
Vol 6 ◽  
pp. 1-24 ◽  
Author(s):  
H. R. Crane ◽  
James B. Griffin
Keyword(s):  
Standard Deviation ◽  
Half Life ◽  
Radiocarbon Dating ◽  
Geiger Counter ◽  
University Of Michigan ◽  
Radiocarbon Dates ◽  
Statistical Errors ◽  
Sources Of Error ◽  
Standard Deviations ◽  
The Many

The following is a list of dates obtained since the time of the compilation of List VIII in December 1962. The method is essentially the same as that used for the work described in the previous list. Two CO2-CS2 Geiger counter systems are used. The equipment and counting techniques have been described elsewhere (Crane, 1961a, 1961b). The dates and the estimates of error in this list follow the practice recommended by the International Radiocarbon Dating Conference of 1962, in that (a) dates are computed on the basis of the Libby half life, 5570 years, (b) a.d. 1950 is used as the zero of the age scale and (c) the errors quoted are the standard deviations obtained from the numbers of counts only. In previous Michigan date lists up to and including VII we have quoted errors at least twice as great as the statistical errors of counting, in order to take account of other errors in the over-all process. If the reader wishes to obtain a standard deviation figure which will allow ample room for the many other sources of error in the dating process, we suggest he double the figures that are given in this list. Where there is no comment, it is because the submitter of the sample had none to make.We wish to acknowledge the help of Patricia Dahlstrom in preparing chemical samples and Roscoe Wilmeth in preparing the descriptions. The descriptions and comments are essentially those of persons submitting the samples.

A STATISTICAL COMPARISON OF FIVE GEODETIC GRAVIMETERS

Geophysics ◽  
1962 ◽  
Vol 27 (6) ◽  
pp. 889-891 ◽  
Author(s):  
John C. Behrendt
Keyword(s):  
Standard Deviation ◽  
North American ◽  
Confidence Limit ◽  
Statistical Comparison ◽  
Standard Deviations ◽  
Percent Confidence Limit

A statistical comparison of five LaCoste and Romberg geodetic gravimeters over the 5,129‐mgal North American calibration range shows an estimated standard deviation of 0.17 mgal for the set with a 90‐percent confidence limit of 0.28 mgal. Values for each meter, means and estimated standard deviations are presented for each of the 24 stations included in the set.

A Proof for Rhiel's Range Estimator of the Coefficient of Variation for Skewed Distributions

2007 ◽  
Vol 100 (1) ◽  
pp. 208-210 ◽  
Author(s):  
G. Steven Rhiel
Keyword(s):  
Standard Deviation ◽  
Coefficient Of Variation ◽  
Research Study ◽  
Skewed Distributions ◽  
The Mean ◽  
Standard Deviations

In this research study is proof that the coefficient of variation ( CVhigh-low) calculated from the highest and lowest values in a set of data is applicable to specific skewed distributions with varying means and standard deviations. Earlier Rhiel provided values for dn, the standardized mean range, and an, an adjustment for bias in the range estimator of μ. These values are used in estimating the coefficient of variation from the range for skewed distributions. The dn and an values were specified for specific skewed distributions with a fixed mean and standard deviation. In this proof it is shown that the dn and an values are applicable for the specific skewed distributions when the mean and standard deviation can take on differing values. This will give the researcher confidence in using this statistic for skewed distributions regardless of the mean and standard deviation.

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