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 one-sided CI.
Assuming that you are describing a recommended procedure for boot-strapping, 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 N-1, using that mean.