Practical sheet | REF: FIC1456 V1

Confidence interval of a standard deviation and a mean

Author: Laurent LEBLOND

Publication date: February 10, 2015 | Lire en français

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3. Define the confidence interval of a standard deviation

The formula for calculating a standard deviation estimate from a sample ${(x_{i})}_{i = 1 \dots n}$ from $n$ values is :

$s = \sqrt{\frac{\sum_{i = 1}^{n} {(x_{i} - \bar{x})}^{2}}{(n - 1)}} (1)$

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Define the confidence interval of a standard deviation

Bibliography

Statistique théorique et appliquée , 2nd edition, Dagnelie P, De Bœck Université, 2007
Introductory Statistics with R, Dalgaardp, Springer, 2008
Statistics, theory and applications , Springer, 2004
Applied Statistices and Probability for Engineers , 4th edition, Montgomery D.C & Runger G.C, Whiley,...

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