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Old 09-27-2003, 01:04 AM
BruceZ BruceZ is offline
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Join Date: Sep 2002
Posts: 1,636
Default Re: Estimating Standard Deviation

The sample variance is an unbiased estimator of the parametric variance.

Only if you define sample variance as the estimator that irchans has given above which divides by N-1. Many books define the sample variance as the one that divides by N. That is a biased estimator, and this is a constant source of confusion.

I found an online "math encyclopedia" reference that erroneously states that the square root of the unbiased estimator of the variance is an unbiased estimator of the the standard deviation.

Idiots!
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