Are you assuming the population is normally distributed? Or do you at least have some sort of assumption about the distribution of the population?
And by "calculate the probability of sample with a given standard deviation" I assume you don't mean just "what is the probability the sample will have a standard deviation of EXACTLY 3" but instead something like "what is the probability the sample standard will be greater than or equal to 3"?
Hi Dason, Thanks for your reply. Good questions. It's about a normal distribution. And we need to fix sample size. Say the standard deviation (SD) of the population is 8.1, is finding the probability of a sample with a calculated sample SD of 5 a legitimate question? Or we could only find the chance of all samples with SD <5 ? Gary