var.sigma: Variance of a sample estimate for a normal standard deviation...

In DiagTest3Grp: Diagnostic test summary measures for three ordinal groups

Description

Calculates the variance of a sample estimate for a normal SD parameter.

Usage

 var.sigma(s,n)
 

Arguments

s	A numeric value, the sample standard deviation estimate.
n	A numeric value, the sample size of data.

Details

For a sample dataset of size n drawn from a normal distributin N(μ,σ^2), denote the sample estimate on standard deviation (SD) parameter as s. Then the variance of the sample SD estimate s is Var(s)=0.5*s^2/(n-1).

Value

A numeric value, the variance estimate of the sample estimate for a normal SD parameter.

Note

Bug reports, malfunctioning, or suggestions for further improvements or contributions can be sent to Jingqin Luo <[e-mail]>.

Author(s)

Jingqin Luo

References

Patel, J.K. and Read, C.B. (1996) Handbook of the Normal Distribution. CRC Press.

Luo, J and Xiong, C. (2012) Youden Index and Associated Optimal Cut-point for Three Ordinal Groups. Communications In Statistics-Simulation and Computation (in press).

See Also

var.sigma

Examples

 s <- 1.5
 n <- 100
 var.sigma(s,n)

DiagTest3Grp documentation built on April 14, 2017, 5:53 p.m.