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Re: error on stddev estimate [message #61744 is a reply to message #61743]

Tue, 29 July 2008 09:44

pgrigis
Messages: 436
Registered: September 2007

Senior Member

R.G. Stockwell wrote:
> I am analyzing some data, and I am making a point about
> how the stddev of a time series is changing over time.
>
> After a quick look through the help, there doesn't seem to be
> an estimate on the error of a standard deviation estimate (in the code).
>
> Anyone have that code handy?

Numerical recipes (3d ed.. page 722) says that for gaussians,
the standard error of the measured standard deviation sigma
is given by sigma/sqrt(2*n) for a n-element sample.

Ciao,
Paolo

>
> As an example, my data is like 2006 had a mean of 10 and a std dev of 2.
> 2007 had a mean of 10 and a std dev of 4. I'd like to get estimates
> on the error in my results of std devs (of the 2 and the 4).
>
> Cheers,
> bob

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[Message index]

		Re: error on stddev estimate By: R.G. Stockwell on Tue, 29 July 2008 10:30
		Re: error on stddev estimate By: Vince Hradil on Tue, 29 July 2008 10:01
		Re: error on stddev estimate By: pgrigis on Tue, 29 July 2008 09:44

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