Discussion in 'Scientific Statistics Math' started by Dal Mon, Nov 11, 2010.

1. ### Dal MonGuest

I have two independent distributions with

stdev1 = 3.5
stdev2 = 4.1

To get the combined std dev it's usually just

sqrt(stdev1 ^ 2 + stdev2 ^ 2)

But let's say I want to incorporate weight

weight1 = .95
weight2 = .05

Is it simply sqrt(weight1 * (stdev1 ^ 2) + weight2 * ( stdev2 ^ 2)) ?

Dal Mon, Nov 11, 2010

2. ### Rich UlrichGuest

You want to be more specific with your operations here,
and use different terminology.

I don't think I would use the phrase, "combined SD" for
anything except for the value of the SD after pooling
two samples. (That's a different formula, and also requires
the Ns and the means.)

The sum of the variances is what you get as the variance
of the sum of two uncorrelated scores. Is that what you
have in mind?
var (A + B) = var(A) + var(B).
Also, keep in mind that SD(b*A) = b* SD(A) implies that
var (b*A) = (b^2)* var(A).
I can't tell you that you are necessarily wrong because I don't
know what you mean by "incorporate weight."

But that is wrong if you are looking for the
variance of Total= 0.95*X1 + 0.05*X2 .

Rich Ulrich, Nov 12, 2010