Mistakes to avoid
Confidence interval of a standard deviation and a mean

The estimation of standard deviations is the subject of much literature. In particular, there are strategies dating back to the days when calculations were done by hand, in which the standard deviation is estimated by dividing the sample size by a value depending on the sample size. Unlike the traditional formula, which is not sensitive to this, these techniques are highly sensitive to the probability distribution of the parent law. For this reason, and given that the means of calculation are readily available today, these approximations should be avoided.

Furthermore, the use of the Chi-Square law to define a confidence interval for the standard deviation is justified if and only if the parent...