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119196
2003 Aug 06
1
Standard error of standard deviation: bootstrap or theoretical results?
...e mathematics", Walter Ledermann (chief
editor) Volumn VI: Statistics, Part A, Lloyd, John Wiley & Sons.
Page 30-32:
var(S) = (mu4 - mu2^2)/(4 * mu2 * n)
mu4 = E(X - mu)^4, mu2 = E(X - mu)^2, S^2 = sum(X - mu)^2/n
The results are about: 0.00090
2. From http://davidmlane.com/hyperstat/A19196.html
The results are about 0.00066
3. From http://mathworld.wolfram.com/StandardDeviationDistribution.html
The results are about 0.00065
Finally I calculate the standard deviation for each of the 100 subsamples
and the standard error of those 100 standard deviations ( I reckon this is
the boots...