Re: Standard Deviation.

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Article #392

#392

From: Don Martin
Date: Mon, 17 Aug 1992 21:27

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This is off the top of my head but I think that it is
reasonably accurate.

Personal opinion: There are a lot of bad stat books out there.

Main topic: Why divide by n-1 instead of n etc. Here are
a few proposals:

n+1  This has a smaller mean square error for s.
n    ML estimator
n-1  unbiased variance but not standard deviation
n-2  2 works better for 95% confidence intervals.


In fact, the varince/standard deviation estimates tend to
be pretty poor, depending on the distribution, for the
range where the divisor makes a difference.

Does anyone have an argument for n+2 or n-3 ?

Don Martin

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Path: arc1-ca.pugleaf.net!sparky!uunet!ogicse!plains!news.u.washington.edu!martin
From: martin@biostat.washington.edu (Don Martin)
Newsgroups: sci.math.stat
Subject: Re: Standard Deviation.
Summary: Fun with n+1,n,n-1,n-2
Keywords: (n) versus (n-1)
Message-ID: <1992Aug17.212702.21327@u.washington.edu>
Date: 17 Aug 92 21:27:02 GMT
Article-I.D.: u.1992Aug17.212702.21327
References: <1992Aug14.172833.11844@cbfsb.cb.att.com> <c48nbgtf@csv.warwick.ac.uk> <dmurdoch.43.714062116@mast.queensu.ca>
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Organization: Biostatistics, School of Public Health, Univ. of Wash.
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