
Re: Simulation for the standard deviation
Posted:
Feb 22, 2013 9:05 AM


On 22/02/2013 6:15, Ray Koopman wrote: > 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^(n1)  (n1)*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.
Suppose I randomly pick 0.1, 0.4 and 0.2 (n= 3); what should I write to calculate a 99% confidence interval?
Cristiano

