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Estimating Standard Deviation
Does anyone know an unbiased estimator for standard deviation given n samples? I guess that the most commonly used estimator is
<font class="small">Code:</font><hr /><pre> Sqrt[ Total[(list-Mean[list])^2]/(Length[list]-1) ]. </pre><hr /> But that one is biased. (If you remove the square root, you get an unbiased estimator for variance.) |
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