d_3 {CC} | R Documentation |
The sample range R
is a biased estimator for the
population standard deviation of R. For a normally distributed sample of
size n
, d_3(n)R
is an unbiased estimator of the
standard deviation of R.
d_3(n)
n |
the sample size |
a numeric value representing the multiplier to render R unbiased for the standard deviation of R
W.J. Braun
Montgomery, D.C. (2000) Introduction to Statistical Quality Control, Wiley
x <- rnorm(10, sd = 3)
R <- diff(range(x))
d_3(10)*R # expected value of this is (V(R))^{1/2}