
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

