sigma from range

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Article #712

#712

From: Dave Marchette
Date: Fri, 20 Nov 1992 16:12

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Here's a simple question, I wonder if anyone can help with:

Let x1,...,xn be iid normal 0, sigma, and let x(1),...,x(n)
be the order statistics.  Assume that only n and x(n)-x(1)
are known.  That is, only the number of points and the total
spread of the points is known.  What is the appropriate estimate 
of sigma?

Thanks for any help,

David Marchette
NRaD 
Code 421
San Diego, Ca  92152
marchett@antares.nosc.mil

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From: marchett@antares.nosc.mil (Dave Marchette)
Subject: sigma from range
Message-ID: <1992Nov20.161226.27020@nosc.mil>
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Date: Fri, 20 Nov 1992 16:12:26 GMT
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