This is a minor correction to my last message. "miller" <[EMAIL PROTECTED]> wrote in message news:[EMAIL PROTECTED] > "David Delgado Gomez" <[EMAIL PROTECTED]> wrote in message > news:[EMAIL PROTECTED] > > Good morning, > > > > I have data with a normal distribution. Values higher than the mean are > > corrupted with noise. Is it possible to estimate the variance of the > > gaussian distribution just taking into account values smaller than the > > mean? > > Thanks > > David > > > > I have used Monte Carlo to look at the result of using the sum of squares of > deviations from the sample median. > I wanted to see if dividing by '(n-1)' as the number of degrees of freedom > is still appropriate. > What I found was interesting. Sampling from a normal distribution and > using only deviations for the observations below the median, I found that > you should divide by (n/2) - 0.3 when n is even, and by ((n+1)/2) - 0.7 when > n is odd. > Here n is the total sample size. > > My explanation of this difference between odd and even sample sizes is as > follows. > When n is even, the median is midway between two observations, so that the > smallest deviation from the median is only about half the size that it is > when n is ODD and the median is equal to the middle observation. > > Cheers > > -- > Alan Miller > http://users.bigpond.net.au/amiller > Retired Statistician > >
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