standard deviation - a measure of the amount of variation or dispersion of a set of values. The square root of variance
Free 2 Asset Portfolio Calculator - Given a portfolio with 2 assets, this determines the expected return (mean), variance, and volatility (standard deviation) of the portfolio.
Free Basic Statistics Calculator - Given a number set, and an optional probability set, this calculates the following statistical items:
Expected Value
Mean = μ
Variance = σ2
Standard Deviation = σ
Standard Error of the Mean
Skewness
Mid-Range
Average Deviation (Mean Absolute Deviation)
Median
Mode
Range
Pearsons Skewness Coefficients
Entropy
Upper Quartile (hinge) (75th Percentile)
Lower Quartile (hinge) (25th Percentile)
InnerQuartile Range
Inner Fences (Lower Inner Fence and Upper Inner Fence)
Outer Fences (Lower Outer Fence and Upper Outer Fence)
Suspect Outliers
Highly Suspect Outliers
Stem and Leaf Plot
Ranked Data Set
Central Tendency Items such as Harmonic Mean and
Geometric Mean and Mid-Range
Root Mean Square
Weighted Average (Weighted Mean)
Frequency Distribution
Successive Ratio
Free Binomial Distribution Calculator - Calculates the probability of 3 separate events that follow a binomial distribution. It calculates the probability of exactly k successes, no more than k successes, and greater than k successes as well as the mean, variance, standard deviation, skewness and kurtosis.
Also calculates the normal approximation to the binomial distribution with and without the continuity correction factor
Calculates moment number t using the moment generating function
Free Chebyshevs Theorem Calculator - Using Chebyshevs Theorem, this calculates the following:
Probability that random variable X is within k standard deviations of the mean.
How many k standard deviations within the mean given a P(X) value.
Free Confidence Interval for Variance and Standard Deviation Calculator - Calculates a (95% - 99%) estimation of confidence interval for the standard deviation or variance using the χ2 method with (n - 1) degrees of freedom.
Free Exponential Distribution Calculator - Calculates the Probability Density Function (PDF) and Cumulative Density Function (CDF) of the exponential distribution as well as the mean, variance, standard deviation, and entropy.
Free Geometric Distribution Calculator - Using a geometric distribution, it calculates the probability of exactly k successes, no more than k successes, and greater than k successes as well as the mean, variance, standard deviation, skewness, and kurtosis.
Calculates moment number t using the moment generating function
Free Negative Binomial Distribution Calculator - Calculates the probability of the kth success on the xth try for a negative binomial distribution also known as the Pascal distribution.? ? It calculates the probability of exactly k successes, no more than k successes, and greater than k successes as well as the mean, variance, and standard deviation.
Free Percentile for Normal Distribution Calculator - Given a mean, standard deviation, and a percentile range, this will calculate the percentile value.
Free Poisson Distribution Calculator - Calculates the probability of 3 separate events that follow a poisson distribution.
It calculates the probability of exactly k successes P(x = k)
No more than k successes P (x <= k)
Greater than k successes P(x >= k)
Each scenario also calculates the mean, variance, standard deviation, skewness, and kurtosis.
Calculates moment number t using the moment generating function
Free Sample Size Reliability for μ Calculator - Given a population standard deviation σ, a reliability (confidence) value or percentage, and a variation, this will calculate the sample size necessary to make that test valid.
Free Sample Size Requirement for the Difference of Means Calculator - Given a population standard deviation 1 of σ1, a population standard deviation 2 of σ2 a reliability (confidence) value or percentage, and a variation, this will calculate the sample size necessary to make that test valid.
Free Sharpe Ratio Calculator - Calculates the Sharpe ratio given return on assets, risk free rate, and standard deviation
Free Uniform Distribution Calculator - This calculates the following items for a uniform distribution
* Probability Density Function (PDF) ƒ(x)
* Cumulative Distribution Function (CDF) F(x)
* Mean, Variance, and Standard Deviation
Calculates moment number t using the moment generating function