Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [absolute-value]

Question concerns the consequences of using the absolute value function in part of the definition of one or more statistics.

From Wikipedia:

In mathematics, the absolute value or modulus of a real number x, denoted |x|, is the non-negative value of x without regard to its sign.

Questions using this tag might center on:

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Why square the difference instead of taking the absolute value in standard deviation?

In the definition of standard deviation, why do we have to square the difference from the mean to get the mean (E) and take the square root back at the end? Can't we just simply take the absolute value of the difference instead and get the expected…
c4il
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Expected value of the absolute standardized t distribution

What is the expected value of the absolute standardized t-distribution - i.e.,: $E(|X|)$, where $X$ has the standardized t-distribution?
user261912
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Is the absolute value of the difference between two Poisson distributions a Poisson distribution?

What is the distribution of the absolute value of the Skellam distribution?
Ricardo
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Expectation of sum of absolute values for correlated normal random variables

Let $x_1, x_2, \dots, x_{N}$ i.i.d. random variables $\sim \mathcal{N}\left(0,\sigma^2_x\right)$. Further, let $z\sim \mathcal{N}\left(0,\sigma^2_z\right)$, $z$ is independent from all $x_i$. We build random variables $y_i=x_i+\gamma z$. By…
Marius Andrei Zoican
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What is the expectation of the absolute value of the Skellam distribution?

In particular, for a Skellam distribution obtained by substracting two iid Poisson Processes. Thank you!
Marius Andrei Zoican
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Need help understanding how only variable A can be correlated to the absolute value of A-B

I'm currently working with the dataset of a study I'm conducting. The data is comprised of serially drawn samples from patients where we've measured the cell counts of those samples and compared them to eachother to see if there's any variability…
Marcus Bådholm
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Finding the value of $k$ for an Uniform Distribution defined on $(-k,k)$

If $X$ be an uniform distribution defined on $(-k,k)$, then the value of $k$ for so that : $$P(|X|<1) = P(|X|>2)$$ I began by defining the $p.d.f$ of the Uniform function namely: $$ f(x) = \frac{1}{2k}$$ Then we can re-write the LHS of the…
Kalvin
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Distribution of errors

I am struggeling with a basic question and would be happy to get some pointers. I am trying to evaluate an algorithm $f$ which maps some sample $x$ onto a scalar $y\in\mathbb{R}$, i.e. $f(x) = y$. For each each sample I have a ground-truth version…
check
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Compounding a Gaussian distribution with variance distributed according to the absolute value of another Gaussian distribution

Have there been earlier descriptions of the following compound distribution? Compounding a Gaussian distribution with variance distributed according to the absolute value or square of another Gaussian distribution: $$ f(y) = \int…
Sextus Empiricus
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An interesting non-smooth regression

Consider the following setup: Let $x_1^k$ and $x_2^k$ be length $N$ vectors of observed reals, where $N$ is about, say, 100,000, $k\in 1:K$, and $K$ is about, say, 200. (So $x_1,\;x_2$ can be thought of as $N\times K$ matrices if helpful). The…
Matterhorn
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Why should I prefer the standard deviation over other measures of variance?

The most common kind of deviation is the standard deviation. $$ \text{Sd}(x) = \sqrt{\text{Mean}((x - \text{Mean}(x))^2)}$$ The standard deviation is very similar to the mean absolute deviance or $$ \text{MAD}(x) = \text{Mean}(|x -…
Molossus Spondee
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Expectation of absolute random variable and its relationship with absolute expectation value

For any continuous random variable $X$, it is obvious that $|E X| \leq E|X|$. My question is, what kind of distribution $P$, such that $X\sim P$ and satisfy $|E X| \geq c E|X|$ for some positive $c\in (0,1)$.
Larry Lin
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Why is there a need to find a variance and take the square root to get a standard deviation?

My question is why is the formula for finding the standard deviation of a given data (either grouped or non grouped) the way it is? so let me start from the definition of a standard deviation with my own words, which i believe is "what is the…
EHM
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Test which time series is closer to zero

I have two time series, A and B, which represent reactions of subject A and B to a certain medication measured at different point in times. I want to formally test that the reaction of patient A is statistically smaller than patient B. Since…
Matteo
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Absolute of expected value of multivariate correlated Bernoulli

I am running some experiment where I draw samples from a multivariate Bernoulli distribution (in this case taking values -1 or +1) with a single correlation coefficient (i.e., same correlation for all pairs), then I take the absolute value of the…
regression_practitioner
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