Mike Love’s blog

Standard deviation

Posted in statistics by mikelove on November 1, 2011

I should really memorize this to baffle someone in the future:

E(s^2) = \sigma^2
E(s) =  \sigma [ 1 - \frac{1}{4n} - \frac{7}{32n^2} - \frac{19}{128n^3} + O(n^{-4}) ]

unbiased estimation of standard deviation

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