Estimating the standard deviation of a Normal distribution when the distribution's mean is known

Download a pdf copy of this help file  here


In the rarer case where the mean of the distribution is known, the uncertainty about the standard deviation is given by the formula:

[This page provides an explanation of the derivation]

This spreadsheet example model lets you generate values for the above uncertainty distribution for s for a data set.

The formula:

                =SQRT(SUMPRODUCT(Data-mu,Data-mu)/VoseChisq(n))

is used in the model. You should also be able to use the array formula:

                {=SQRT(SUM((Data-mu)^2)/VoseChisq(n))}

and indeed it works while you are viewing random numbers on screen.