A simulation study on some confidence intervals for the population standard deviation

Abstract

In this paper a robust estimator against outliers along with some other existing interval estimators are considered for estimating the population standard devi ation. An extensive simulation study has been conducted to compare and evaluate the performance of th e interval estimators. The exact and the proposed robust method are easy to calculate and are n ot overly computer-intensive. It appears that the proposed robust method is performing bette r than other confidence intervals for estimating the population standard deviation, specificall y in the presence of outliers and/or data are from a skewed distribution. Some real-life examples are considered to illustrate the application of the proposed confidence intervals, which also supported t he simulation study to some extent