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Topic: Simulation for the standard deviation
Replies: 27   Last Post: Mar 1, 2013 7:30 AM

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 Cristiano Posts: 60 Registered: 12/7/12
Simulation for the standard deviation
Posted: Feb 20, 2013 6:54 AM
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Short question: does anybody know how to calculate the confidence
interval of the standard deviation for the uniform distribution?

Long version.

From a population of iid real numbers (double precision C++ type) I
randomly pick many numbers with replacement and I calculate the standard
deviation of those numbers.

I repeat many times the above procedure to obtain many values of the
standard deviation.

Then, I calculate the 10th percentile of the standard deviations.

What's that percentile? I'm aware that it's not a confidence limit.
How do I calculate the CI via simulation?

Thank you
Cristiano

Date Subject Author
2/20/13 Cristiano
2/21/13 Richard Ulrich
2/21/13 Cristiano
2/21/13 Richard Ulrich
2/22/13 Cristiano
2/22/13 Richard Ulrich
2/21/13 Ray Koopman
2/22/13 Ray Koopman
2/22/13 Cristiano
2/22/13 Ray Koopman
2/23/13 Cristiano
2/23/13 Ray Koopman
2/23/13 Cristiano
2/24/13 Cristiano
2/24/13 Ray Koopman
2/24/13 Cristiano
2/25/13 Ray Koopman
2/25/13 Cristiano
2/25/13 Ray Koopman
2/25/13 David Jones
2/26/13 Cristiano
2/26/13 David Jones
2/27/13 Ray Koopman
2/27/13 Cristiano
2/28/13 Ray Koopman
2/28/13 Cristiano
2/28/13 Ray Koopman
3/1/13 Cristiano

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