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What I know: In a hypothesis test for the mean, we compare a sample mean with a hypothetical sampling distribution of means. And depending on how far it is away from the mean of the sampling distribution, we attribute it the probability of getting that value purely by chance.

What I don't understand- In a hypothesis test for the SD, why don't we compare the sample SD with a sampling distribution of SDs? (instead, I have seen people using the the Chi sq. distribution)

As per the applet on the following web page, even the sampling distribution of SDs appears normally distributed around the population SD value. So why is it not used?

[/PLAIN] [Broken]

http://www.stat.tamu.edu/~west/ph/sampledist.html[/URL] [Broken]

Thanks.

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# Hypothesis testing for std. deviation (SD)

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