Displaying 2 results from an estimated 2 matches for "standarddeviationdistribut".
2006 Jun 15
2
Standard Deviation Distribution
I'm having trouble with the standard deviation distribution
as shown on http://mathworld.wolfram.com/StandardDeviationDistribution.html .
(Eric Weisstein references Kenney and Keeping 1951, which I can't check.)
I believe the graphs they show, but when I code the function in R, according to the listed formula,
I get very different graphs.
Would someone please point out my error or tell me where it's already implem...
2003 Aug 06
1
Standard error of standard deviation: bootstrap or theoretical results?
..., 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 bootstrap result for the standard error of the standard deviation I
want).
I get 0.00024
I tried all above...