The Optimal Standardization Factor for the Variance of the Normal Distribution: A Historical Perspective and Recommendations for Practice
作者:Dominic Edelmann · 发表于:Journal of Statistical Theory and Practice · 年份:2026 · DOI:10.1007/s42519-026-00567-2 · 被引用次数:1 · 研究领域:Statistical Distribution Estimation and Applications、Statistical Methods and Bayesian Inference、Survey Sampling and Estimation Techniques
Abstract Numerous variance estimators exist for the normal distribution, yet the unbiased estimator–commonly known as Bessel’s correction–remains the most widely used in practice. This article reviews various alternative estimators, that result from using different standardization factors for the sum of squares. It is demonstrated that there is no compelling reason to favor the unbiased variance estimator over other estimators and that better alternatives are available. Implications of these findings for applications involvings small sample size are discussed.