All Questions
7
questions
2
votes
1
answer
145
views
Expected Value Chi Square distribution
I'm trying to simulate the distribution from the sample variance $s^2$ and compare it with the theoretical distribution.
Therefore, I perform a fairly simple simulation (upfront, I'm not a ...
- 33
0
votes
0
answers
18
views
Calculate confidence interval for the population variance [duplicate]
Here is the problem:
When cheching the Chi squared distribution table, the it seems like in the solution the denominators should be switched, because for .025 quantile the value is 13.844 and for ....
- 147
2
votes
1
answer
327
views
Ratio of Standard Deviations from a Normal Distribution to an F Distribution
Apologies if the title is confusing, I couldn't think of a more apt title.
I have that $W_i$s are iid $N(\mu_a,\sigma_a^2)$ and independent of $Z_i$s which are iid $N(\mu_b,\sigma_b^2)$. This means
$...
- 367
1
vote
0
answers
256
views
Confidence interval for population variance and chi-square distribution [closed]
At present, i am reading the e-book by Robert L. Mcdonald(Professor of Finance,Northwestern University's Kellogg school of Management) named $"Derivatives Markets" 3rd Edition.$ In that book, I didn'...
- 1,216
5
votes
2
answers
519
views
Understanding the role of the chi-squared distribution in the confidence interval for the variance
In my textbook they have this inequality:
$$ \chi_{1-\frac{\alpha}{2}}^2 < \frac{(n-1)s^2}{\sigma^2} < \chi_{\frac{\alpha}{2}}^2$$
which later becomes this statement:
$$\frac{(n-1)s^2}{\chi_{\...
- 61
23
votes
1
answer
43k
views
Why is chi square used when creating a confidence interval for the variance?
This is a very basic question. Why do we use a chi square distribution? What is the meaning of this distribution?
Why is this the distribution used for creating a confidence interval for the variance? ...
- 675
3
votes
0
answers
276
views
Confidence of a variance estimate [duplicate]
Possible Duplicate:
Calculating required sample size, precision of variance estimate?
I would like to present some measure of how variable a particular phenomenon is. This phenomenon appears to ...
- 3,181