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PhamBao
PhamBao
Level II

Any formula or script to combine standard deviation of different group into one standard deviation

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Created: Sep 16, 2023 09:36 AM  |  Last Modified: Sep 16, 2023 6:36 AM (497 views)

Hi all,

Currently, I was stuck to combining standard deviation from different group into one standard deviation.
For example
A) sample = 50, mean = 5, standard deviation = 3

B) sample = 40, mean = 6, standard deviation =2

C) sample = 20, mean = 7, standard deviation =4

How I can combine standard deviation from 3 groups into one. Is there any function available in JMP to support this?
Thank a lot 

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1 REPLY 1
statman
Super User statman
Super User

Re: Any formula or script to combine standard deviation of different group into one standard deviation

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Created: Sep 16, 2023 09:47 AM  |  Last Modified: Sep 16, 2023 6:47 AM (492 views)  |  Posted in reply to message from PhamBao 09-16-2023

Variances add, standard deviations do not.  Square the standard deviations, add them, take the average.  Then take the root.

"All models are wrong, some are useful" G.E.P. Box