Linked Questions

0 votes
1 answer

Estimating the error in the standard deviation [duplicate]

Sorry, my stats is rusty and I'm failing to find a quick answer to what is likely to be a very basic question. If I take n measurements of a property that has an inherent mean mu and standard ...
beldaz's user avatar
  • 135
0 votes
0 answers

How to calculate standard errors of the sample standard deviation (in excel) [duplicate]

I have data on exchange rates, where I have calculated the mean and the standard deviation of the payoff. I am able to run a regression (payoff regressed on a constant) and get the standard error of ...
caro1991's user avatar
37 votes
3 answers

Asymptotic distribution of sample variance of non-normal sample

This is a more general treatment of the issue posed by this question. After deriving the asymptotic distribution of the sample variance, we can apply the Delta method to arrive at the corresponding ...
Alecos Papadopoulos's user avatar
21 votes
6 answers

Error bars on error bars?

Inspired by my recent attendance at an environmental toxicology conference, I have the following question about error bars: Let's say that I'm drawing samples from some unknown distribution, with ...
Tor's user avatar
  • 467
4 votes
1 answer

Qualitative difference between boxplots and error bars (descriptive vs inferrential statistics?)

Assume I have test scores from several groups, with all samples of equal size. Assume I want to plot this data so as to emphasise in the simplest way (without showing the distributions) the difference ...
z8080's user avatar
  • 2,382
0 votes
2 answers

How to choose at what sample size standard deviation becomes reliable for my purposes?

I'm calculating standard deviation for a normally distributed variable. I'm receiving data samples online, and I've noticed that right after the start (for a small sample size) standard deviation is ...
astef's user avatar
  • 121
4 votes
1 answer

Standard deviation of least-squares standard error

I do a measurement where I collect a set of data and fit it to a linear model using ordinary least squares. From that I get a slope, b and the standard error of it, s. Now I repeat the measurement N ...
student1's user avatar
  • 347
3 votes
2 answers

Why is it easier (in a statistical sense) to estimate standard deviation than the mean?

Way back when I was still a student, I was listening to one of my stats lecturers talk about robust statistics. He showed (on the board) a series of transformations/derivations which concludes that it ...
Chechy Levas's user avatar
  • 1,255
1 vote
1 answer

Standard error of model residual SD from simulation

I'm futzing with getting the SE of model residual standard deviations from a linear regression, and keep getting narrower errors than I should - and I'd like to figure out why. The basic approach I'm ...
jebyrnes's user avatar
  • 1,025
1 vote
1 answer

The variance of variance-covariance matrix

Looking at answer on the standard error of the variances and this answer on the standard error of the covariances, and knowing that both are part of the variance-covariance matrix, $\Sigma$, I am ...
POC's user avatar
  • 668
0 votes
1 answer

What is the definition of this statistic?

For a data set that is Gaussian distributed, $\sigma$ defines the standard-deviation of the distribution. My question is, what is the correct indention or terminology for the following: $$\frac{\...
user27119's user avatar
  • 308