davidr at rhotrading.com
2006-Jun-15 18:55 UTC
[R] Standard Deviation Distribution - solved
It turns out that I was confused by Weisstein's double use of the variable s. sigma^2 = N*(observed s)/(N-1), hence constant in the function. So> sddist <- function(s,s0,n) {sig2 <- n*s0*s0/(n-1) 2*(n/(2*sig2))^((n-1)/2) / gamma((n-1)/2) * exp(-n*s*s/(2*sig2)) * s^(n-2) } gives the plots on the web page I cited. Thanks to Ed Pegg Jr. at MathWorld for clarifying. David L. Reiner Rho Trading Securities, LLC Chicago? IL? 60605 312-362-4963