Unbiased estimate of the population standard deviation
Transforms the usual (and biased) estimate of the standard deviation into an unbiased estimator.
s.u(s=NULL, N=NULL, X=NULL)
s |
the usual estimate of the standard deviation (i.e., the square root of the unibased estimate of the variance) |
N |
sample size |
X |
vector of scores in which the unbiased estimate of the standard deviation should be calculated |
Returns the unbiased estimate for the standard deviation.
The unbiased estimate for the standard deviation.
Ken Kelley (University of Notre Dame; KKelley@ND.Edu)
Holtzman, W. H. (1950). The unbiased estimate of the population variance and standard deviation. American Journal of Psychology, 63, 615–617.
set.seed(113) X <- rnorm(10, 100, 15) # Square root of the unbiased estimate of the variance (not unbiased) var(X)^.5 # One way to implement the function. s.u(s=var(X)^.5, N=length(X)) # Another way to implement the function. s.u(X=X)
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