Date: Feb 20, 2013 6:54 AM
Author: Cristiano
Subject: Simulation for the standard deviation
Short question: does anybody know how to calculate the confidence

interval of the standard deviation for the uniform distribution?

Long version.

From a population of iid real numbers (double precision C++ type) I

randomly pick many numbers with replacement and I calculate the standard

deviation of those numbers.

I repeat many times the above procedure to obtain many values of the

standard deviation.

Then, I calculate the 10th percentile of the standard deviations.

What's that percentile? I'm aware that it's not a confidence limit.

How do I calculate the CI via simulation?

Thank you

Cristiano