Accession Number : AD0690506
Title : ERRORS AND CONFIDENCE LIMITS ASSOCIATED WITH THE ESTIMATES OF VARIANCE.
Descriptive Note : Technical rept. Oct 67-Oct 68,
Corporate Author : AEROSPACE CORP EL SEGUNDO CALIF LAB OPERATIONS
Personal Author(s) : Johnson,Walter A.
Report Date : 27 JUN 1969
Pagination or Media Count : 26
Abstract : A general expression for the variance of the estimate of the variance of a stationary random process is developed by use of a discrete statistical approach. The expression is further developed for the case of a normal process. The relations (for a normal process) between the errors involved in the computation of the estimates of the variance and standard deviation and the associated confidence limits are found through a continuous statistical approach. Curves are presented that allow the determination of the errors and their confidence limits. Included on these curves are the usually neglected low-confidence cases. (Author)
Descriptors : (*ANALYSIS OF VARIANCE, CONFIDENCE LIMITS), DECISION THEORY, SAMPLING, PROBABILITY DENSITY FUNCTIONS, STOCHASTIC PROCESSES, ERRORS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE