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