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Article #382Re: Standard Deviation.
From: G M Collis
Date: Mon, 17 Aug 1992 09:35
Date: Mon, 17 Aug 1992 09:35
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1082 bytes
What intrigues me is that the most elementary stats texts make a big fuss about using n-1 for an unbiased estimate of the variance, but ignore the fact that this gives a biased estimate for the SD. I recall that n - 1.5 is nearer the target for the SD when the sample is from a normally distributed population. I gather that minimising the bias when estimating the SD is rather sensitive to the population distribution - I'd like to know more about this. But my big puzzle remains - why is the biasedness of the usual SD estimator (with N-1) so rarely mentioned, in stark contrast to the case of the variance. Glyn M. Collis.
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Path: arc1-ca.pugleaf.net!sparky!uunet!mcsun!uknet!warwick!psrdj From: psrdj@warwick.ac.uk (G M Collis) Newsgroups: sci.math.stat Subject: Re: Standard Deviation. Keywords: (n) versus (n-1) Message-ID: <c48nbgtf@csv.warwick.ac.uk> Date: 17 Aug 92 09:35:38 GMT References: <1992Aug14.172833.11844@cbfsb.cb.att.com> Sender: news@csv.warwick.ac.uk (Network news) Organization: Dept of Psychology, Warwick University, UK Lines: 10 Nntp-Posting-Host: lily