Linked Questions
15 questions linked to/from Standard deviation of standard deviation
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Standard deviation of standard deviation under non-normality
In this post, an unbiased estimator for the standard deviation of the standard deviation under normality is provided.
I would be interested in such an estimator without the normality assumption, i.e., ...
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Follow-up to "Standard deviation of standard deviation"
This question asks about a way to calculate the standard deviation of a standard deviation. The answer with most votes derives a formula for an unbiased estimator of $\text{SD}[s]$, which confuses me ...
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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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Generating a confidence interval for the difference in standard deviation between two populations
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I've made a device which sizes potatoes, and one component in that device comes with a known error with respect to mean and standard deviation. I want to know whether my device - which ...
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Relationship between measurement precision and the precision of the mean of repeated measurements [closed]
Measurement precision can be improved by measuring the same quantity multiple times and taking the average. In other words, the average of several measurements of the same thing is more likely to be ...
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Unbiased Estimator of the Standard Deviation of the Sample Standard Deviation
I'm looking for an unbiased estimator of the standard deviation $\text{SD}(s)$ of the sample standard deviation $s = \sqrt{\frac{1}{n-1} \sum_{i=1}^{n} (x_i - \overline{x})^2}$.
I have found this ...
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Standard deviation of standard deviation of autocorrelated timeseries
I'm trying to get an estimate of the error in my sample standard deviation (not a statistician at all, hope I'm using correct terminology). The timeseries is normally distributed and follows an AR1 ...
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How to calculate the standard error of the variance of a data set
Given a data set of N points with sample mean $\overline{x} \pm \Delta\overline{x}$ (here $\Delta\overline{x}$ is the standard error of the mean given by $s/\sqrt{N}$) and sample variance $s^2$, I am ...
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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 ...
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Standard deviation of (assumed) normal distribution
Say I measure a system for $N$ periods of time $T$. In each of these time periods $T_i$, with $1 \leq i \leq N$, I get $M_i$ occurrences.
I have reason to assume that the variable $M$ follows a ...
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Error of the variance
I have a collection of $(x,y,z)$ data points. I want to compute the mean, $\mu$, and variance, $\sigma^2$, along each axis, as well as the errors on each. I know that the standard error of the mean ...
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Confidence Interval on the standard deviation [duplicate]
Supposed we have $n = 15$ independent samples $X_1, X_2, ..., X_n$ from distribution $N(\mu, \sigma)$. Sample mean $\bar{X} = 2.4$ and sample variance $\hat{\sigma^2} = 0.55$
What's the 95% ...
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Converting standard error to standard deviation?
Is it sensible to convert standard error to standard deviation? And if so, is this formula appropriate?
$$SE = \frac{SD}{\sqrt{N}}$$
CommunityBot
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How can I find the standard deviation of the sample standard deviation from a normal distribution?
Forgive me if I've missed something rather obvious.
I'm a physicist with what is essentially a (histogram) distribution centered about a mean value that approximates to a Normal distribution. The ...
CommunityBot
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Distribution of standard deviation
This question addressed the normal distribution, but I am wondering what is known about the distribution of the standard deviation of a sample of size n drawn from an arbitrary distribution. In ...
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