
Re: Simulation for the standard deviation
Posted:
Feb 21, 2013 12:46 AM


On Wed, 20 Feb 2013 12:54:26 +0100, Cristiano <cristiapi@NSgmail.com> wrote:
>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? >
I think I would call it a Monte Carlo estimate of the onesided CI.
Assuming that you are describing a recommended procedure for bootstrapping, that seems like the way to simulate that CI.
You could assume that the mean is known (since it is) and calculate the SDs while dividing by N instead of N1, using that mean.
 Rich Ulrich

