Timeline for Standard deviation of standard deviation
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| Jun 8, 2012 at 12:25 | history | edited | Macro | CC BY-SA 3.0 |
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| Aug 2, 2010 at 3:10 | history | edited | Rob Hyndman | CC BY-SA 2.5 |
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| Aug 1, 2010 at 15:58 | comment | added | user88 | Aww, those comments locks; $\frac{\hat{\sigma}}{\sqrt{2n}}$. At least this one gives the result in agreement with bootstrap. | |
| Aug 1, 2010 at 15:34 | comment | added | user88 | What Srikant found (and what seems confirmed at PhysicsForums) there should be $\sqrt{2}$, so rather $\hat{\sigma}\frac{\sqrt{2}}{2n}$. | |
| Aug 1, 2010 at 14:27 | history | edited | robin girard | CC BY-SA 2.5 |
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| Jul 26, 2010 at 17:09 | comment | added | robin girard | ok, then you will possibly estimate the square root of the variance of the estimation of the square root of the variance... right :) should be something like $\hat{\sigma}/n$ ? | |
| Jul 26, 2010 at 16:45 | comment | added | user88 | Isn't that a function of estimator is still an estimator? I still don't know \sigma, only X_i. | |
| Jul 26, 2010 at 16:23 | history | answered | robin girard | CC BY-SA 2.5 |