Confidence Interval
for a
Population Variance

where

Notes:

• The above confidence interval assumes that the population mean is unknown (this often the case in practice).
• We can obtain the corresponding confidence interval for the population standard deviation by taking the square root of the limits of the above confidence interval,
• The confidence interval given here is very sensitive to departures from normality.

Examples:

• See Example 7 in Johnson and Bhattacharyya (1996), p. 386.