Standard deviation - confidence intervals
 

What are the confidence intervals that the standard deviation function
produces? In other works, if the mean is 22% and the standard deviation is
34%, what % of would be expected to fall between 56% and -12%? I don't have
my stats book here and besides its been about 15 years since I took stats.

Standard deviation - confidence intervals
 

Percentage of data expected to fall within 1 StDev of the mean = 68.3%

A couple others if you need them:
Within 2 StDev of the mean = 95.4%
Within 3 StDev of the mean = 99.7%
Within 4 StDev of the mean = 99.99%

--
Regards,
Dave


"Bobby" wrote:

What are the confidence intervals that the standard deviation function
produces? In other works, if the mean is 22% and the standard deviation is
34%, what % of would be expected to fall between 56% and -12%? I don't have
my stats book here and besides its been about 15 years since I took stats.

Standard deviation - confidence intervals
 

"Bobby" wrote:
What are the confidence intervals that the standard
deviation function produces? In other works, if the
mean is 22% and the standard deviation is 34%,
what % of would be expected to fall between 56%
and -12%?

One way to compute these is:
normsdist(Z2)-normsdist(Z1), where Z2 = (56% - 22%)/34%
and Z1 = (-12% - 22%)/34% (z-scores).

Alternatively:
normdist(H,mean,sd,1)-normdist(L,mean,sd,1),
where mean is 22%, sd is 34%, H is 56% and L is -12%
(high and low endpoints).