Calculates the standard deviation of the variance estimate

Uses the equation \(\sigma^4\left(\frac{2}{n-1}+\frac{\kappa}{n}\right)\)

sd.var(x)

Arguments

x

sample

Value

estimate of standard deviation of the sample variance

References

Mood, Graybill, Boes 1974 'Introduction to the Theory of Statistics' 3rd ed. p 229; Casella and Berger 'Statistical Inference' p 364 ex. 7.45; 'Reference for Var(s^2)' CrossValidated http://stats.stackexchange.com/q/29905/1381, 'Calculating required sample size, precision of variance estimate' CrossValidated http://stats.stackexchange.com/q/7004/1381, 'Variance of Sample Variance?' Mathematics - Stack Exchange http://math.stackexchange.com/q/72975/3733

Author

David LeBauer