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Re: Simulation for the standard deviation
Posted:
Feb 22, 2013 9:05 AM
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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^(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.
Suppose I randomly pick 0.1, 0.4 and 0.2 (n= 3); what should I write to
calculate a 99% confidence interval?
Cristiano
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