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

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 Cristiano Posts: 60 Registered: 12/7/12
Re: Simulation for the standard deviation
Posted: Mar 1, 2013 7:30 AM

On 01/03/2013 0:28, Ray Koopman wrote:
> Last night I found the cdf of s for n = 3.
> Perhaps someone can simplify it.
> I[#] = 1 or 0 according as # is true or false.
>
> n = 2: 0 <= s <= sqrt(1/2)
>
> F(s) = 2s (sqrt(2) - s)
>
> n = 3: 0 <= s <= sqrt(1/3)
>
> F(s) = sqrt(3)*( 2s^2 (pi - 4s) + I[s > 1/2]*
> ( t + 4s^2 (2t - 3 arctan t) ) ),
>
> where t = sqrt(4s^2 - 1).
>
> Don't hold your breath waiting for n > 3.

Ok, n = 3 is complicated enough. :-)

Thank you vary much
Cristiano

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