DiagTest3Grp (version 1.6)

var.sigma: Variance of a sample estimate for a normal standard deviation (SD) parameter

Description

Calculates the variance of a sample estimate for a normal SD parameter.

Usage

var.sigma(s,n)

Arguments

s

A numeric value, the sample standard deviation estimate.

n

A numeric value, the sample size of data.

Value

A numeric value, the variance estimate of the sample estimate for a normal SD parameter.

Details

For a sample dataset of size n drawn from a normal distributin $N(\mu,\sigma^2)$, denote the sample estimate on standard deviation (SD) parameter as s. Then the variance of the sample SD estimate s is $Var(s)=0.5*s^2/(n-1)$.

References

Patel, J.K. and Read, C.B. (1996) Handbook of the Normal Distribution. CRC Press. Luo, J and Xiong, C. (2012) Youden Index and Associated Optimal Cut-point for Three Ordinal Groups. Communications In Statistics-Simulation and Computation (in press).

See Also

var.sigma

Examples

 s <- 1.5
 n <- 100
 var.sigma(s,n)