help cisd1

Title

cisd1 -- Estimation of the standard deviation with confidence interval of a sample from a normal distribution.

Syntax

cisd1 varname [if] [in] [, level(#) zero]

zero assuming mean zero; default is not assumed

level(#) set confidence level; default is level(95)

Description

A confidence interval for the standard deviation is calculated based
on the assumption of normally distributed data.

If zero mean is assumed by option zero, the command also reports
sd/sqrt(2). This is the standard deviation of a single measurement if
varname is the difference between two identical measurements.

The 95% confidence limits for an SD estimate are functions of SD
and DF (degrees of freedom):
Lower limit: SD*sqrt(DF/invchi2(DF,0.975)
Upper limit: SD*sqrt(DF/invchi2(DF,0.025)

Examples

. cisd1 sbp

. generate dif = sbp1-sbp2
. cisd1 dif, zero
. cisd1 dif, level(90)

Authors

Morten Frydenberg and Svend Juul
Department of Public Health, Aarhus University, Denmark
Email: morten@biostat.au.dk