In a simulation study, is there any difference between
\(\bullet\) to estimate the variance \(\sigma^2\), \(1000\) times and taking its average,
and
\(\bullet\) to estimate the standard deviation \(\sigma\), \(1000\) times and taking its average?
Can I do anyone of these? Is there any preference of doing a particular one?
\(\bullet\) to estimate the variance \(\sigma^2\), \(1000\) times and taking its average,
and
\(\bullet\) to estimate the standard deviation \(\sigma\), \(1000\) times and taking its average?
Can I do anyone of these? Is there any preference of doing a particular one?