>Andrew Morse [EMAIL PROTECTED] 

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?
>

It isn't clear what you mean. Do you mean: "Given a random sample of size N
(i.e. N independent random variables with the same distribution), what is the
expected value (or expectation) of the sample srandard deviation, S (say)"?

>    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?
>
Similar comment as above. Do you mean, what's the distribution of S from
repeated samples of size N?
                                                                     
 
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