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In this paper a robust estimator against outliers along with some other existing interval estimators are considered for estimating the population standard deviation. An extensive simulation study has been conducted to compare and evaluate the performance of the interval estimators. The exact and the proposed robust method are easy to calculate and are not overly computer-intensive. It appears that the proposed robust method is performing better than other confidence intervals for estimating the population standard deviation, specifically 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 the simulation study to some extent.
Ahmed Abu Shawiesh, Moustafa Omar; Banik, Shipra; and Kibria, B M Golam, "A simulation study on some confidence intervals for the population standard deviation" (2011). Department of Mathematics and Statistics. 9.