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Activity Number: 119
Type: Contributed
Date/Time: Monday, August 3, 2009 : 8:30 AM to 10:20 AM
Sponsor: Section on Risk Analysis
Abstract - #303426
Title: Percentile-Based Power Preserving Estimate of Standard Deviation
Author(s): Yvonne Zubovic*+ and Chand Chauhan
Companies: Indiana University Purdue University Fort Wayne and Indiana University Purdue University Fort Wayne
Address: Dept. of Mathematical Sciences, Fort Wayne, IN, 46805,
Keywords: standard deviation ; percentiles ; estimation
Abstract:

In this paper we discuss the estimation of the standard deviation of a population when only two specific percentiles, Pk and Pm, are known. Further suppose that we want the estimate to have the power preserving property, that is, the estimate has probability, p, of being as high as or higher than the standard deviation. Some results have been discussed in the literature for specific percentiles and specific values of p. In this paper we generalize those results and include several non-normal populations. The statistical properties of such estimates will be investigated.

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