<font color=#df0016><BLOCKQUOTE>I am still a bit confused on whether or not S is a valid estimator for sigma or not, some texts seem to think so while others are adamant that it is not.</BLOCKQUOTE></font>
The answer to that question depends on one thing: How accurate do you want the estimate?
From my reference above, an unbiased estimate of sigma can be obtained by sigma=s/c4. From “Applied Statistical Methods”, Academic Press, Page 437, c4 varies by the sample size n. For sample sizes greater than 30, c4 is greater than 0.9914. For sample sizes greater than 60, c4 is greater than 0.9958. Again the question becomes: Is this error between s and sigma acceptable? If not, c4 increases as n increases.
Determine which value of c4 is acceptable, ensure n is greater than the corresponding value of c4 and use s rather than sigma.
Just a thought.
Regards,
Don
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I was better but I got over it.