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Herman Rubin wrote:
>Andrew Morse <[EMAIL PROTECTED]> wrote:
>
>
>
>> 1. Does a general method exist for calculating the expected
>>standard deviation of N samples taken from an arbitrary, known
>>probability distribution?
>>
>>
>
>Do you mean samples of size N? And do you mean the sample
>standard deviation, or what? However, the answer is very
>likely to be no; square roots mess things up.
>
Upon re-reading, I agree that my presentation was less-than-lucid.
Please allow me to try again...
Simplest version: I assume that I have N sets of samples, and each
sample contains M elements. Using this data, I can calculate N sample
standard deviations. Assuming independent trials from the same known
but arbitrary probability distribution, is it possible to calculate an
expected value for the standard deviation of the sample standard
deviations?
Also, can it be assumed that the expected mean of the sample standard
deviations is the standard deviation of the parent distribution?
More complex version: Same as above EXCEPT, within of the N samples,
the number of elements is different.
-- Andrew
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<br>
Herman Rubin wrote:<br>
<blockquote type="cite" cite="[EMAIL PROTECTED]">
<pre wrap="">Andrew Morse <a class="moz-txt-link-rfc2396E" href="mailto:[EMAIL
PROTECTED]"><[EMAIL PROTECTED]></a> wrote:
</pre>
<blockquote type="cite">
<pre wrap=""> 1. Does a general method exist for calculating the expected
standard deviation of N samples taken from an arbitrary, known
probability distribution?
</pre>
</blockquote>
<pre wrap=""><!---->
Do you mean samples of size N? And do you mean the sample
standard deviation, or what? However, the answer is very
likely to be no; square roots mess things up.</pre>
</blockquote>
Upon re-reading, I agree that my presentation was
less-than-lucid.
Please allow me to try again... <br>
<br>
Simplest version: I assume that I have N sets of samples, and
each
sample contains M elements. Using this data, I can calculate N sample
standard deviations. Assuming independent trials from the same known
but arbitrary probability distribution, is it possible to calculate an
expected value for the standard deviation of the sample standard
deviations? <br>
Also, can it be assumed that the expected mean of the sample standard
deviations is the standard deviation of the parent distribution? <br>
<br>
More complex version: Same as above EXCEPT, within of the N
samples, the number of elements is different. <br>
<br>
-- Andrew<br>
<br>
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