Linked Questions
10 questions linked to/from How can I find the standard deviation of the sample standard deviation from a normal distribution?
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Why is sample standard deviation a biased estimator of $\sigma$?
According to the Wikipedia article on unbiased estimation of standard deviation the sample SD
$$s = \sqrt{\frac{1}{n-1} \sum_{i=1}^n (x_i - \overline{x})^2}$$
is a biased estimator of the SD of the ...
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Standard deviation of standard deviation
What is an estimator of standard deviation of standard deviation if normality of data can be assumed?
user88
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Why are we using a biased and misleading standard deviation formula for $\sigma$ of a normal distribution?
It came as a bit of a shock to me the first time I did a normal distribution Monte Carlo simulation and discovered that the mean of $100$ standard deviations from $100$ samples, all having a sample ...
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What is the exact definition of profile likelihood?
Does anyone here know the exact definition of Profile Likelihood? Or does it have one?
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Variance and Asymptotic normality of sample variance of normal distribution
Let $X_1,X_2$,....,be a random sample from $N(q,w^2)$; $q,w$ are unknown. Let $S_n$ be the sample standard deviation.
i.e $S_n^2=\frac{1}{n-1}\sum(X_i-\bar{X})^2$
What is $Var(S_n^2)$? and how to ...
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Using s to estimate $\sigma$ when finding the sample size in confidence interval questions
I am trying to learn sample confidence interval for $\mu$ , in this topic , there is a subtopic which is finding the sample size. I know that if $\sigma$ is given (standard deviation of population) , ...
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Derivation of standard error of sample standard deviation
Given $x \sim N(\mu ,\sigma ^{2})$, we know $\frac{(n-1)s^{2}}{\sigma ^{2}} \sim x^{2}_{n-1}$, where $s$ is sample standard deviation.
But to find sample error of $\sigma$, I took the standard ...
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Estimate for the error of an error?
Searching through Wikipedia and StackExchange I managed to understand that, for a set of $N$ normally distributed values, the unbiased variance $\textrm{Var}[s^2]$ of the unbiased variance $s^2$ of ...
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Is calculating the standard deviation of a group of standard deviations an appropriate way to represent volatility between groups?
This thread provides an excellent explanation of the calculation of the standard deviation of the sample standard deviation. However, I'm not sure if it's appropriate in my case.
I'm attempting to ...
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How can I find the standard deviation of the sample standard deviation from N normal distribution?
I'm an energy engineer, so my knowledge on the argument is rather limited, so forgive me in case it's a stupid question.
This question is very linked to this: How can I find the standard deviation of ...
