Sentences with phrase «with standard deviation»

The mean, median, and mode were 5.6, 5.83, and 6, respectively with a standard deviation of 0.51.

The mean score on the problem scale was 5.6 with a standard deviation of 6.4.

Since the neuroticism scores in this sample varied between 14 and 43, with a standard deviation of 5.4, this can be considered a small effect.

If you have a bunch of normal dice («models») then the mean point value is 3.5 with a standard deviation of ~ 1.7.

To find the IPCC's best observational (satellite - based) estimate for AFari + aci, one turns to Section 7.5.3 of the SOD, where it is given as − 0.73 W / m ² with a standard deviation of 0.30 W / m ².

The temperature anomaly distribution with standard deviation based on 1951 — 1980 data falls close to the normal distribution for each decade in the 1951 — 1980 base period.

That implies a change in OHU of 0.353 W / m ², with a standard deviation of 0.075 W / m ², adding the uncertainty variances.

For my location, the average date of first freeze is Nov. 5 with a standard deviation of 10 + days, so an event like this isn't out of the ordinary.

[148] The thirty year mean for the same months is 1.66 ppm with a standard deviation of 0.52 ppm.

When calibrated to measurements prior to 1990, it has predicted temperatures since then with a standard deviation of less than 0.1 C. Google «Verification of Natural Climate Change» to discover what works.

[UPDATE] In the comments, Nick Stokes pointed out that although I thought that Dr. Shaviv's harmonic solar component was a 12.6 year sine wave with a standard deviation of 1.7 centimetres, it is actually a 12.6 year sine wave with a standard deviation of 1.7 millime...

Given»n' measurements and a measurement error with a standard deviation of»S», the uncertainty scales with the number of measures by:

Regressed over the 1992 - 2015 period, the formula projects 4.1 M km ^ 2 for September 2016, with a standard deviation of only 340 k km2..

For each latitude band a trend rate in °C per decade is estimated and compared with the standard deviation of the trend estimate.

The scenario I was imagining was that each observation had a number added to it that was drawn randomly from a normal distribution with a standard deviation of 10 degrees.

On average ATSR2 11 µm channel cloud - top height retrievals were 350 m higher than those from radar with a standard deviation of 1 km.

Our projected Arctic sea ice extent from the NCEP CFSv2 model with June 2013 revised - initial condition using 30 - member ensemble forecast is (surprisingly increased to) 4.7 million square kilometers with a standard deviation of 0.4 million square kilometers.

The errors for using the above Dvorak technique in comparison to aircraft measurements taken in the Northwest Pacific average 10 mb with a standard deviation of 9 mb (Martin and Gray 1993).

Choi and Fisher (2003) estimated the expected change in flood damages for selected USA regions under two climate - change scenarios in which mean annual precipitation increased by 13.5 % and 21.5 %, respectively, with the standard deviation of annual precipitation either remaining unchanged or increasing proportionally.

If the measurement for carbon - 14 age has Gaussian error with standard deviation 100 (as seems about right for Nic's Fig. 2), and the measurement is rounded to one decimal place, and the calibration curve maps calendar age 750 to carbon - 14 age 1000, then the probability of the observation being 1000.0 given that the calendar age is 750 is 0.1 (for one decimal place) times the probability density at 1000 of a Gaussian distribution with mean 1000 and standard deviation 100, which works out to 0.0004.

The mean and median of the direct RF for fossil fuel BC from grouping all these studies together are +0.19 and +0.16 W mâ $ «2, respectively, with a standard deviation of nearly 0.10 W mâ $ «2.

Since then we have Mike R's analysis as a sum of independent sine waves (effectively obtainable by Fourier analysis) with its standard deviation of 2.2 mK.

Consider a simple case, multiple observations that vary randomly with a standard deviation of ± 0.05 about the mean.

The solution is to work with the standard deviation of the system's Gibbs Energy on a period after period basis.

If you look at the same dataset at the NASA site, you find out a yearly variation around the trend, with standard deviation about 0.12 degrees.

That gives us an average of 3.3 with standard deviation 1.6.

Interestingly, if you take all the point estimates of sensitivity Arrhenius to the present, you get a moderately symmetric distribution, centered on about 2.8 with standard deviation of about 1.5.

You get a VERY different result if you even use a lognormal prior with a standard deviation of 0.65 - 0.85 (which maximizes width / Kurtosis for a given mean).

Just a minor statistical note without knowing how these numbers relate to reality: If you compare two measurements with standard deviation of 6, the standard deviation of the difference is not 12 but sqrt (2) * 6 = 8.5.

Volatility for bonds was only slightly higher in these periods, with a standard deviation of 6 % versus the typical 5.5 %.

It maintains an approximate normal distribution that accumulates to an average 1.14 % monthly fair return over 600 months, but with a standard deviation of 4.67 %, which is a high level of short - term volatility.

And over those 40 years, the GTAA delivered an annualized return of 10.48 % with a standard deviation of 6.99 %, compared with a 9.92 % return and higher volatility (10.28 %) for a buy - and - hold strategy using the same five asset classes (US and foreign stocks, bonds, real estate and commodities).

• Average, median, minimum, maximum rates of return over the selected time frame, along with the standard deviation of monthly returns.

• Will display portfolio statistics like correlation coefficients, average / median / minimum / maximum rates of return over the selected time frame, along with standard deviation of monthly returns, Beta, Alpha (Jensen), R - squared, Treynor Ratio, and Sharpe Ratio, and all of that.

International stocks had 45 negative quarters with a standard deviation of 17.26 percent.

On an average it has generated 3.06 % of alpha with standard deviation of 7.92 % and T - Stat of 0.95.

For instance, an U.S. investor in Canadian stocks would have experienced real returns with a standard deviation of 16.8 % in local currency, 4.6 % in exchange rate and 18.4 % in U.S. dollar terms.

The Italian Lira, for instance, depreciated at an annual rate of 5.7 % against the U.S. dollar with a standard deviation of 17.4.

Over the same analysis interval, the fund had a total cumulative return of about 130 % (annualized 9.2 %), with a standard deviation of 15.1 %, Sharpe ratio of 0.58, and maximum drawdown of 44 %.

Risk adjusted returns would favor municipal bonds as equities have done it the hard way with a standard deviation (a measure of volatility) of over 2.6 % while munis have seen a standard deviation of under 1 %.

According to the useful Claymore Portfolio Index Allocator, the Claymore ETF portfolio would have returned an annualized 6.68 % in the time period 2003 - 11 with a standard deviation of 10.02 %.

According to the Claymore asset allocator, between 2003 and 1/31/2011, the Sleepy Portfolio (Cash — 5 %, Short Bonds — 15 %, Real Return Bonds — 15 %, REITs — 5 %, Canadian stocks — 20 %, US stocks — 22.5 %, Developed markets — 22.5 %, Emerging markets — 5 %) returned 6.62 % with a Standard deviation of 9.13 %.

For reference, in the same time frame a portfolio consisting of just the SPY would have an annualized return of 8.52 % with a standard deviation of 14.25 %, Sharpe ratio of 0.55 and maximum drawdown of 50.8 %.

In fact, the average score for the 11 discount brokerages measured worked out to 42 % with a standard deviation of about 22 %.

Therefore the alpha for ICVT is 10.11 % in comparison to the Bloomberg Barclays U.S. Aggregate Index and it offers relatively low risk with a standard deviation of 4.72 %.

Since its October 2014 inception, AQR Equity Market Neutral Fund I QMNIX has returned 18.6 % annualized with a standard deviation of 7.0 %, for a Sharpe ratio of 2.66.

Since its July 2013 inception, AQR Long - Short Equity Fund I QLEIX has returned 14.4 % above its benchmark (a 50 - 50 blend of the MSCI World Index and cash) with a standard deviation of 5.8 %, for a Sharpe ratio of 2.46.

The average CAR of these runs was 4.30 with a standard deviation of 2.54.

Over the past 20 years, a 100 % stock portfolio has returned 8.6 % CAGR with a standard deviation of over 19 %.

For an extra 0.10 % in expenses, EEMV gives investors a less volatile portfolio compared to IEMG with a standard deviation of 12.3 % vs 15.75 % for IEMG.