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When analyzing data, using MLE or Bayesian methods, one needs to assume a distribution for the data. For continuous data the are a number of distributions that are often considered, for example, the normal distribution, the t-distribution, the log-normal, etc.

When analyzing the distribution of the SDs of a number of groups (or participants) what distributions could be appropriate? Of course this is dependent on the data, and varies from case to case, but what could be some reasonable distributions to try?

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1 Answer 1

In general, a standard deviation will be distributed as chi-squared.

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