Re: An unbiased estimator of mu^2

From: Richard Ulrich (Rich.Ulrich_at_comcast.net)
Date: 02/08/05


Date: Tue, 08 Feb 2005 10:09:13 -0500

On 7 Feb 2005 21:48:10 -0800, Large_Nassau_Grouper@Yahoo.com wrote:

>
> Richard Ulrich wrote:
> > On 7 Feb 2005 17:31:15 -0800, Large_Nassau_Grouper@Yahoo.com wrote:
> > [ ... ]
[ ... ]
>
> Did you know that the sample standard deviation s is
> a BIASED estimator of the population standard deviation
> sigma? s-squared is the unbiased estimate of the
> population variance sigma-squared.
>
[ ... ]
>
> Do you know ANYONE who ever uses an unbiased estimate for
> the population standard deviation sigma?

This seems to incidentally demonstrate the good
sense of my post.

Did you know ANYONE who does not choose to combine
sigmas, instead of sigma-squareds?

As I stated, unbiased isn't so important, once you get to
the final step of your conclusions. But you really don't
want bias for the numbers you combine further.

-- 
Rich Ulrich, wpilib@pitt.edu
http://www.pitt.edu/~wpilib/index.html


Relevant Pages

  • Re: An unbiased estimator of mu^2
    ... Richard Ulrich wrote: ... Did you know that the sample standard deviation s is ... a BIASED estimator of the population standard deviation ... s-squared is the unbiased estimate of the ...
    (sci.stat.math)
  • Re: An unbiased estimator of mu^2
    ... Jack Tomsky wrote: ... >>the population standard deviation sigma? ... > I actually do know someone who uses an unbiased estimate of sigma on ...
    (sci.stat.math)
  • Re: Measuring Turquoise Underwear
    ... Since I didn't really know what I was doing and I needed a measure of diverseness, I assumed I could use either population standard deviation or sample standard deviation provided I was consistent throughout. ... However the stats book didn't specify that the distribution had to be normal. ... Evil Nigel ...
    (rec.gambling.lottery)
  • Re: Measuring Turquoise Underwear
    ... Since I didn't really know what I was doing and I needed a measure of diverseness, I assumed I could use either population standard deviation or sample standard deviation provided I was consistent throughout. ... However the stats book didn't specify that the distribution had to be normal. ... Evil Nigel ...
    (rec.gambling.lottery)
  • Re: two-sample t-test question.
    ... Are you implying that you want to compare the means of the two ... should i use the standard deviation of the sample mean ... sample mean or the estimate of the population standard deviation. ... "When you get the choice to sit it out or dance, ...
    (sci.stat.math)