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Old 09-25-2003, 11:06 AM
irchans irchans is offline
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Join Date: Sep 2002
Posts: 157
Default 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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