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Question concerns the consequences of using the absolute value function in part of the definition of one or more statistics.
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Estimating variance of a Gaussian distribution from the mean of absolute values of first dif...
Edited Question:
This question is about estimating the variance (or $\text{SD}_0$) of a parent distribution from which a set of random independent samples is taken. The samples are taken in sequence …
1
vote
1
answer
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Distribution of a spread of observations in triplicate sample taken from Gaussian distribution
Suppose random triplicate samples are taken from a Gaussian distribution with known mean and SD. What should be the distribution of the maximum absolute difference between 3 possible pairs of observat …