[R] Standard Deviation Distribution - solved
davidr at rhotrading.com
davidr at rhotrading.com
Thu Jun 15 20:55:45 CEST 2006
It turns out that I was confused by Weisstein's double use of the variable s.
sigma^2 = N*(observed s)/(N-1), hence constant in the function. So
> sddist <- function(s,s0,n) {
sig2 <- n*s0*s0/(n-1)
2*(n/(2*sig2))^((n-1)/2) / gamma((n-1)/2) * exp(-n*s*s/(2*sig2)) * s^(n-2)
}
gives the plots on the web page I cited.
Thanks to Ed Pegg Jr. at MathWorld for clarifying.
David L. Reiner
Rho Trading Securities, LLC
Chicago IL 60605
312-362-4963
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