Three questions, in increasing order of generality...
1. Does a general method exist for calculating the expected
standard deviation of N samples taken from an arbitrary, known
probability distribution?
2. Does a general method exist for calculating the expected
distribution of standard deviations of repeated trials of N samples
taken from an arbitrary, known probability distribution?
3. Does a general method exist for calculating the expected
distribution of any of the moments of repeated trials of N samples taken
from an arbitrary, known probability distribution?
-- Andrew
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