ERRORS AND CONFIDENCE LIMITS ASSOCIATED WITH THE ESTIMATES OF VARIANCE.

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)

Document Details

Document Type
Technical Report
Publication Date
Jun 27, 1969
Accession Number
AD0690506

Entities

People

  • Walter A. Johnson

Organizations

  • The Aerospace Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computations
  • Computing-Related Activities
  • Confidence Limits
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Lepidoptera
  • Mathematical Analysis
  • Mathematics
  • Standards
  • Stationary
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.