Estimating the Population Standard Deviation with Confidence Interval: A Simulation Study under Skewed and Symmetric Conditions

This paper investigates the performance of ten methods for constructing a confidence interval estimator for the population standard deviation by a simulation study. Since a theoretical comparison among the interval estimators is not possible, a simulation study has been conducted to compare the performance of the selected interval estimators. Data were randomly generated from several distributions with a range of sample sizes. Various evaluation criterions are considered for performance comparison. Two health related data have been analyzed to illustrate the application of the proposed confidence intervals. Based on simulation results, some intervals with the best performance have been recommended for practitioners.