Sunday, February 7, 2010

Sample variance is unbiased estimation of population variane while it is not true for their std. deviation?

i do not understand why sample standard deviation is not unbiased estimate of population standard deviation. please give a justifying exampleSample variance is unbiased estimation of population variane while it is not true for their std. deviation?
I did a Yahoo Search for:


unbiased estimate of population variance


http://search.yahoo.com/search?ei=utf-8%26amp;鈥?/a>





And came up with this article:


http://mathworld.wolfram.com/Variance.ht鈥?/a>


'Note that the sample variance [sd_n^2] defined above is not an unbiased estimator for the population variance [sigma^2]. In order to obtain an unbiased estimator for [sigma^2], it is necessary to instead define a ';bias-corrected sample variance';'





There's more there. I'd try to explain it but I've never fully understood this myself.

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