[R] Question about biasing in sd()???

From: Roy Werkman <roy.werkman_at_asml.com>
Date: Thu 10 Mar 2005 - 00:30:16 EST


Hi,  

Can anyone help me with the following. I have been using R for Monte Carlo simulations and got some results I couldn't explain. Therefor I performed following short test:  



mean.sds <- NULL
sample.sizes <- 3:30  

 for(N in sample.sizes){
 dum <- NULL
 for(I in 1:5000){
  x <- rnorm(N,0,1)
  dum <- c(dum,sd(x))
 }
 mean.sds<- c(mean.sds,mean(dum))
}
plot(sample.sizes,mean.sds)


 

My question is why don't I get 1 as a result from my sd() for small sample sizes? According to the help, sd() is unbiased, which anyway would not explain the small offset... Is it something in rnorm()?  

Thanx,
Roy

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Received on Thu Mar 10 00:37:11 2005

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