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Re: Simulation for the standard deviation
Posted:
Feb 27, 2013 8:13 AM
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On 27/02/2013 9:09, Ray Koopman wrote:
> The variance of the unbiased sample variance in samples of size n
> from a Uniform(0,1) distribution is (2n+3)/(360n(n-1)). For n = 2
> this reduces to 7/720 = .0097222... .
But how can I use that formula to calculate the p-value for Var[s^2]?
I should know the CDF of Var[s^2], right?
Cristiano
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