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

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 Ray Koopman Posts: 3,383 Registered: 12/7/04
Re: Simulation for the standard deviation
Posted: Feb 22, 2013 12:15 AM

On Feb 20, 3:54 am, Cristiano <cristi...@NSgmail.com> wrote:

> Short question: does anybody know how to calculate the confidence
> interval of the standard deviation for the uniform distribution?

For n iid samples from a continuous uniform distribution,
Pr(r/R <= x) = F(x) = n*x^(n-1) - (n-1)*x^n, where
r is the sample range, R is the true range, and 0 <= x <= 1.
A 100p% confidence interval for R is R >= r/x, where F(x) = p.
Divide that by sqrt(12) to get a lower bound for the SD.

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