Timeline for How can I find the standard deviation of the sample standard deviation from a normal distribution?
Current License: CC BY-SA 3.0
15 events
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| May 8, 2012 at 2:28 | history | edited | Macro | CC BY-SA 3.0 |
fixed typesetting error
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| May 8, 2012 at 2:07 | comment | added | Michael R. Chernick | @Nesp Thanks. I just saw your post and went in and edited my answer. | |
| May 8, 2012 at 2:06 | history | edited | Michael R. Chernick | CC BY-SA 3.0 |
added 4 characters in body
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| May 8, 2012 at 1:34 | comment | added | cardinal | @Nesp: I made a few more tweaks. | |
| May 8, 2012 at 1:33 | history | edited | cardinal | CC BY-SA 3.0 |
added 42 characters in body
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| May 8, 2012 at 1:27 | comment | added | Néstor | Oops! My bad, you are right guys! @MichaelChernick, can you edit your answer (just to upvote you back), please? Maybe you can ident a new paragraph at the end. Thanks and sorry ;-). | |
| May 8, 2012 at 1:01 | comment | added | Macro | @Nesp, Michael has given a consistent estimator of the variance of the sample standard deviation from a normally distributed sample - for large samples it will do well - simulate it and find out. I'm not sure why you think this is circular reasoning. | |
| May 8, 2012 at 0:55 | comment | added | Michael R. Chernick | We assumed from the onset that the data came from a normal distribution so there is no outlier issue. I meant rough in the way Macro suggests. I agree that the sample size affects how close s^4 is to σ^4. But the worry about outliers is offbase Nesp. If you downvoted me for that I think it is very unfair. What I presented was the standard way of estimating the standard deviation for s^2 when data are NORMALLY DISTRIBUTED. | |
| May 8, 2012 at 0:47 | comment | added | Néstor | Maybe is the lack of sleep, but, isn't that like circular reasoning? | |
| May 8, 2012 at 0:44 | comment | added | Macro | $s^4$ is a consistent estimator of $\sigma^4$ (provided $\sigma^4$ exists), right @Nesp? I think this is usually what is meant when people said "approximate" or "rough idea". | |
| May 8, 2012 at 0:40 | comment | added | Néstor | I was going to post this at the beggining, but the problem as I see it here is that $\sigma^2$ is unknown. Given that fact, I don't know if it is valid to approximate $s^4\approx \sigma^4$ if we don't even know the sample size. I recall that one can show that the fourth moment can have serious problems with outliers. | |
| May 7, 2012 at 23:40 | history | edited | Macro | CC BY-SA 3.0 |
fixed a typesetting error
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| S May 7, 2012 at 22:45 | history | suggested | user10525 | CC BY-SA 3.0 |
Use of latex
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| May 7, 2012 at 22:41 | review | Suggested edits | |||
| S May 7, 2012 at 22:45 | |||||
| May 7, 2012 at 22:16 | history | answered | Michael R. Chernick | CC BY-SA 3.0 |