[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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