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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., ...
2
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1
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462
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When/why is the sqroot of the variance not a good estimator of the standard deviation? [duplicate]
From the (excellent) Schaum's Outlines for Probability and Statistics an example from the Estimation Theory chapter shows us that the typical estimation of the variance does provide an unbiased and ...
2
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1
answer
593
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Estimating the population variance [duplicate]
I'm trying to understand the emphasized phrase in the following passage:
The usual method of determining the probability that the mean of the population lies within a given distance of the mean of ...