- #1
Chain
- 35
- 3
I was wondering if anyone could help me with calculating the standard deviation of the standard deviation. What I mean by this is say for example I roll a dice 100 times and then calculate the mean and standard deviation from the results I collected. The results are not going to be exact because I took a finite sample size [itex] N [/itex]. I could calculate the standard deviation in the result for the mean which would be:
[itex] \sigma/\sqrt{N} [/itex]
Where [itex] \sigma [/itex] is the true standard deviation not the measured one. I was wondering since it's possible to calculate the standard deviation in the mean whether it's also possible to do it for the standard deviation. Essentially I want to calculate the error in the standard deviation calculated from a finite sample size.
[itex] \sigma/\sqrt{N} [/itex]
Where [itex] \sigma [/itex] is the true standard deviation not the measured one. I was wondering since it's possible to calculate the standard deviation in the mean whether it's also possible to do it for the standard deviation. Essentially I want to calculate the error in the standard deviation calculated from a finite sample size.