
Simulation for the standard deviation
Posted:
Feb 20, 2013 6:54 AM


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

