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The sample range R
is a biased estimator for the
population standard deviation of R. For a normally distributed sample of
size n
, d_3(n)R
is an unbiased estimator of the
standard deviation of R.
d_3(n)
the sample size
a numeric value representing the multiplier to render R unbiased for the standard deviation of R
Montgomery, D.C. (2000) Introduction to Statistical Quality Control, Wiley
# NOT RUN {
x <- rnorm(10, sd = 3)
R <- diff(range(x))
d_3(10)*R # expected value of this is (V(R))^{1/2}
# }
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