
Re: Simulation for the standard deviation
Posted:
Feb 22, 2013 3:06 PM


On Feb 22, 6:05 am, Cristiano <cristi...@NSgmail.com> wrote: > 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?
F(x) = 3 x^2  2 x^3 = p
F(.941097) = .99
SD >= (.4  .1)/(.941097 * sqrt(12))

