var.mu:
Variance estimate of the sample estimate for a normal mean parameter
Description
Calculates the variance estimate of a sample estimate for a normal mean
parameter.
Usage
var.mu(s, n)
Arguments
s
A numeric value, the sample estimate for normal standard deviation.
n
A numeric value, the sample size of data.
Value
A numeric value, the variance of a sample estimate for a normal mean parameter.
Details
For a sample dataset of size n drawn from a normal distributin
$N(\mu,\sigma^2$, denote the sample estimate on
the mean parameter and standard deviation parameter as $u$ and s,
Then the variance of the sample mean is $Var(u)=s^2/n$.
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).