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Unbiased sample standard deviation of one to five

Question

Treat the values 1,2,3,4,51,2,3,4,5 as an i.i.d. sample and estimate the population standard deviation with the usual sample formula (using n−1n-1). What do you get?

Short answer

5/2≈1.58\sqrt{5/2}\approx1.58. The mean is 33 and the squared deviations sum to 4+1+0+1+4=104+1+0+1+4=10; dividing by n−1=4n-1=4 gives 2.52.5, whose square root is about 1.5811.581.

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