Errors and Confidence Limits Associated with the Estimates of Variance

摘要

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)