Andrew Morse wrote: > > 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?
While not disagreeing with anything that Professor Rubin has said, I'd add that it depends on what you want or need. For example, if you want the value for a specific problem rather than a general formula, simulation will often be able to get it for you. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
