Paritian

Statistics

Combined Standard Deviation Calculator (Merging Two or Three Groups)

The mean and standard deviation of several groups put together, from each group's size, mean and standard deviation — without needing the raw data.

Results

Combined standard deviation (sample) 9.2265
Combined size 55
Combined mean 72.2727
Combined standard deviation (whole population) 9.1422
Share of the spread that comes from differences between group means 7.4 %

What this tool does

You cannot average standard deviations: two groups that each have a spread of 10 but whose means are 20 apart have a combined spread of about 14, because the gap between the groups adds variation of its own. The correct route adds up the sums of squares: the spread inside each group, (n − 1) s², plus the spread of the group means round the overall mean, n (m − M)². Divide by N − 1 for the sample figure or by N if the groups are the entire population. The last result tells you how much of the total spread is just differences between the groups.

Formula

mean = Σ nᵢmᵢ ÷ Σ nᵢ · SS = Σ (nᵢ − 1) sᵢ² + Σ nᵢ (mᵢ − mean)² · s = √(SS ÷ (N − 1))

Variables

SymbolMeaningUnit
n1Group 1 — size—
m1Group 1 — mean—
s1Group 1 — standard deviation—
n2Group 2 — size—
m2Group 2 — mean—
s2Group 2 — standard deviation—
n3Group 3 — size (0 if there are only two groups)—
m3Group 3 — mean—
s3Group 3 — standard deviation—
SDCombined standard deviation (sample)—
NCombined size—
MCombined mean—
SPCombined standard deviation (whole population)—
BTShare of the spread that comes from differences between group means%

Worked example

  • Group 1 — size30
  • Group 1 — mean70
  • Group 1 — standard deviation8
  • Group 2 — size25
  • Group 2 — mean75
  • Group 2 — standard deviation10
  • Group 3 — size (0 if there are only two groups)0
  • Group 3 — mean0
  • Group 3 — standard deviation0
  • Combined standard deviation (sample)9.2265
  • Combined size55
  • Combined mean72.2727
  • Combined standard deviation (whole population)9.1422
  • Share of the spread that comes from differences between group means7.4 %

Limitations

  • Standard deviation and variance are calculated for a sample (dividing by n − 1). For a full population, divide by n instead.
  • The calculation runs at full precision and only the display is rounded. If you copy an intermediate value and retype it, small differences can appear.