uncertainty in the standard deviation

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uncertainty in the standard deviation
Message posted by Peter Eekhout on April 22, 2000 at 12:00 AM (ET)

If you do sample testing you achieve an estimate of the mean and standard deviation of the population.

The uncertainty in the mean is calculated by [s divided by the square root of the sample size]

But what is the uncertainty in the standard deviation?

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Re: uncertainty in the standard deviation
Message posted by Jack Tomsky on April 24, 2000 at 12:00 AM (ET)

The sample standard deviation is distributed as the population standard deviation times the square-root of a chi-square divided by the degrees of freedom.

Thus, the standard error of s is approximately sigma/sqrt(2*m), where m = N-1 is the degrees of freedom.

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