On 21/02/2013 6:46, Rich Ulrich wrote: > 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.