A Note on Unbiased Estimation of the Standard Deviation

Author(s): Richard M. Brugger

Source: The American Statistician, Vol. 23, No. 4 (Oct., 1969), p. 32
Published by: Taylor & Francis, Ltd. on behalf of the American Statistical Association
Stable URL: http://www.jstor.org/stable/2681734
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 A Note on Unbiased Estimation of

the Standard Deviation

RICHARD M. BRUGGER
Ammunition Procurement and Supply Agency

Receeit articles in The American Statistician by
Cureton [1] and Bolch [2] regarding estimating the
standard deviation of a normal population were interest-
illg.
Experimenting with the resuLlts given by these gentle-
mnen, I nade an observation wlhich I don't believe is
comml-oni klnowledge. Cureton's results suggest -that in
the formula:
given in Table 1. Since much wor-k in s-tatistics deals
with data with a limited number of significant digits,
it is suggested that for N of 6 or larger, formula (2) is
satisfac-tory. Furthlermore, such a simple formula can
easily be rememnbered. by statisticians, and the need to
consult a table is elimina-ted.
TABLE 1
Values of a2 and c for small values of N.

k ( (N)'/ N-)' (1) N a2 c

2 1.25331 1.41421
the value of k approaches N - 1.5 as N gets large. This
3 1.12838 1.15470
has also been suggested by Hald [3]. 4 1.08540 1.09545
However, N need not be large in order to make very 5 1.06385 1.06904
satisfactory use of the formula:
6 1.05094 1.05409
7 1.04235 1.04447
J= V/(X - X)2/ (N - 1.5) (2)
8 1.03624 1.03775
The above forinula may be rewritten as 9 1.03166 1.03280
10 1.02811 1.02899
= c\/2(X - X)2/ (N -1)
REFEREN CES
where c = (N - I) /(N - 1.5) [1] Edwvard E. Cture-toii, "Uiibiased Estijiiation of the Stanidard
Devia-tioni", The Amtiericain Statisticia,z., Vol. 22, No. 1, p. 22.
To get an idea o:f the precision of [2] above, it is only [2] Bell W. Bolch, "More oni Unbiased Es-timiiationi of the Stanid-
necessary to compute values of c for small values of N a(ld Devia-tioni," The Anterican. Statistician, Vol. 22, No. 3, p.
27.
and compare these values with corresponding values
[3] A. Hald, Statistical Tlieoiy tvithi Enzginzeering Applications,
of (12 given by Bolch [2]. This has been done and is Wiley anid Sonis, p. 300.

A Note on the Bivariate Poisson Distribution

M. A. HAMDAN 1 and H. A. AL-BAYYATI 1

The American University of Beirut

Abstriact
1. In1troduction
In the univariate case, the Poisson probability func-
Campbell [1] derived the bivariate Poisson prob-
tion can be derived as the limiting formn of tie binomial
ability function by considcering the factorial moment
probability fiunction as it > CC such that tip -7 in (fixed).
generating function corresponding to fourfold sampling
The present note gives a similar derivation of the bivar-
with replacement. Campbell's derivation, like the earlier
iate Poisson probability function as the limiting form
derivation of McKendrick [3], is rather indirect. We
of the bivariate binomial probability function.
shall give below a direct derivation based on -the limit-
'Nowv at Vir-giiiia Polytechnic Inistitute. ing form of the bivariate binomial distribution.

32 The American Statistician, October, 1969

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