Discover the Chi-square law
Confidence interval of a standard deviation and a mean

This uncertainty can be evaluated by determining a confidence interval. Such an interval provides information on the probable location of the parameter sought: for samples representing realizations of the same law, a certain proportion of the intervals calculated with these samples will contain the parameter sought. Also, the width of a confidence interval is entirely due to sampling error. When the sample size tends towards infinity, the width of the confidence interval tends towards zero.

Determining such an interval requires knowledge of the law of the estimator corresponding to the parameter of interest. For a variance ${\sigma }^2$ The distribution of its estimator (empirical variance) when the samples are taken from a normal distribution...