
Re: Simulation for the standard deviation
Posted:
Feb 27, 2013 8:13 AM


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(n1)). For n = 2 > this reduces to 7/720 = .0097222... .
But how can I use that formula to calculate the pvalue for Var[s^2]? I should know the CDF of Var[s^2], right?
Cristiano

