Re: Mean and Standard Deviation

2001-10-16 Thread Glen Barnett

Edward Dreyer wrote:
> 
> A colleague of mine - not a subscriber to this helpful list - asked me if
> it is possible for the standard deviation
> to be larger than the mean.  If so, under what conditions?

Of course - for example, if you analyse mean-corrected data...

It can even happen with data that are strictly positive.

The log-normal distribution with sigma-squared>ln(2) is an example 
that has standard deviation larger than the mean; e.g. with
sigma-squared=1,
the standard deviation will be about 130% of the mean.

Glen


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Re: Mean and Standard Deviation

2001-10-14 Thread Alan McLean

Of course the SD can be larger than the mean. If this were not so we
would not have the standard normal...

If the variable can take negative values, the mean may be close to zero,
or even negative - while the SD has to be positive.

If the variable can not take negative values, it is still possible for
the SD to be larger than the mean, but the distribution will then be not
symmetric.

Alan

 
Edward Dreyer wrote:
> 
> A colleague of mine - not a subscriber to this helpful list - asked me if
> it is possible for the standard deviation
> to be larger than the mean.  If so, under what conditions?
> 
> At first blush I do not think so  - but then I believe I have seen
> some research results in which standard deviation was larger than the mean.
> 
> Any help will be greatly appreciated..
> cheersECD
> 
> ___
> 
> Edward C. Dreyer
> Political Science
> The University of Tulsa
> 
> 
> =
> Instructions for joining and leaving this list and remarks about
> the problem of INAPPROPRIATE MESSAGES are available at
>   http://jse.stat.ncsu.edu/
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-- 
Alan McLean ([EMAIL PROTECTED])
Department of Econometrics and Business Statistics
Monash University, Caulfield Campus, Melbourne
Tel:  +61 03 9903 2102Fax: +61 03 9903 2007


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Re: Mean and Standard Deviation

2001-10-14 Thread Jay Warner

Well, yes.  the mean and standard deviation are not 'linked' for data with a
Normal distribution.

Dale Glaser asked:

Well, what about the standard normal distribution: N(0,1)?

The mean is 0, the standard deviation, 1.

If you add the restriction that the data not be less than 0, and allow a
severe skew (relax the Normal dist. requirement), then Ken Beath and others
showed that yes, certainly, s can be larger than x-bar (or sigma > mu, if you
prefer).

Since the Poisson distribution _is_ linked, so that the mean equals the
variance, then for an equivalent distribution (log-normal?), one sould expect
that for mu values less than 1, the sigma (sqrt(var)) will be greater than the
mean.

Jay

Edward Dreyer wrote:

> A colleague of mine - not a subscriber to this helpful list - asked me if
> it is possible for the standard deviation
> to be larger than the mean.  If so, under what conditions?
>
> At first blush I do not think so  - but then I believe I have seen
> some research results in which standard deviation was larger than the mean.
>
> Any help will be greatly appreciated..
> cheersECD
>
> ___
>
> Edward C. Dreyer
> Political Science
> The University of Tulsa
> 
>
> =
> Instructions for joining and leaving this list and remarks about
> the problem of INAPPROPRIATE MESSAGES are available at
>   http://jse.stat.ncsu.edu/
> =

--
Jay Warner
Principal Scientist
Warner Consulting, Inc.
 North Green Bay Road
Racine, WI 53404-1216
USA

Ph: (262) 634-9100
FAX: (262) 681-1133
email: [EMAIL PROTECTED]
web: http://www.a2q.com

The A2Q Method (tm) -- What do you want to improve today?






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RE: Mean and Standard Deviation

2001-10-12 Thread Dale Glaser
Title: RE: Mean and Standard Deviation









Well, what
about the standard normal distribution: N(0,1)?

 

Dale N. Glaser, Ph.D.

Pacific Science
& Engineering Group

6310 Greenwich
Drive; Suite 200

San Diego, CA
92122 

Phone: (858)
535-1661 Fax: (858) 535-1665

http://www.pacific-science.com

 

-Original
Message-
From: Simon, Steve, PhD
[mailto:[EMAIL PROTECTED]]
Sent: Friday, October 12, 2001
3:27 PM
To: 'Edward Dreyer';
[EMAIL PROTECTED]
Subject: RE: Mean and Standard
Deviation

 

Edward Dreyer writes: 

>A colleague of mine - not a subscriber
to this helpful 
>list - asked me if it is possible for the standard deviation 
>to be larger than the mean.  If so, under what
conditions? 
> 
>At first blush I do not think so  - but then I
believe 
>I have seen some research results in which standard 
>deviation was larger than the mean. 

Well, if the mean is negative, then it is
indeed very possible for the standard deviation to be larger. I suspect that
you were considering the special case where the variable is non-negative. Then
it is still possible for the standard deviation to be larger than the mean. In
this special case, it serves as evidence of a highly right skewed distribution.

Steve Simon, [EMAIL PROTECTED], Standard
Disclaimer. 
http://www.childrens-mercy.org/stats 








Re: Mean and Standard Deviation

2001-10-12 Thread Ken Beath

In article <[EMAIL PROTECTED]>, Edward
Dreyer <[EMAIL PROTECTED]> wrote:

> A colleague of mine - not a subscriber to this helpful list - asked me if 
> it is possible for the standard deviation
> to be larger than the mean.  If so, under what conditions?
> 

Easily. Any highly skewed distribution will produce this.  For example
enter 1,1,1,1,1 into a stats program and look at the descriptive
statistics.

Ken


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Re: Mean and Standard Deviation

2001-10-12 Thread dennis roberts

At 04:32 PM 10/12/01 -0500, you wrote:
>A colleague of mine - not a subscriber to this helpful list - asked me if 
>it is possible for the standard deviation
>to be larger than the mean.  If so, under what conditions?

what about z scores??? mean = 0 and sd = 1


>At first blush I do not think so  - but then I believe I have seen 
>some research results in which standard deviation was larger than the mean.
>
>Any help will be greatly appreciated..
>cheersECD
>
>___
>
>Edward C. Dreyer
>Political Science
>The University of Tulsa
>
>
>
>
>
>
>=
>Instructions for joining and leaving this list and remarks about
>the problem of INAPPROPRIATE MESSAGES are available at
>  http://jse.stat.ncsu.edu/
>=
>

==
dennis roberts, penn state university
educational psychology, 8148632401
http://roberts.ed.psu.edu/users/droberts/drober~1.htm



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RE: Mean and Standard Deviation

2001-10-12 Thread Simon, Steve, PhD
Title: RE: Mean and Standard Deviation





Edward Dreyer writes:


>A colleague of mine - not a subscriber to this helpful
>list - asked me if it is possible for the standard deviation
>to be larger than the mean.  If so, under what conditions?
>
>At first blush I do not think so  - but then I believe
>I have seen some research results in which standard
>deviation was larger than the mean.


Well, if the mean is negative, then it is indeed very possible for the standard deviation to be larger. I suspect that you were considering the special case where the variable is non-negative. Then it is still possible for the standard deviation to be larger than the mean. In this special case, it serves as evidence of a highly right skewed distribution.

Steve Simon, [EMAIL PROTECTED], Standard Disclaimer.
http://www.childrens-mercy.org/stats