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