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- From Equation (35) we have
- and using our earlier asymptotic result
- Therefore, . Standard Deviation is
just .
- In fact, for any number of parameters n,
- has mean 0 and variance 1, and so the rule ( for l Standard Deviations) is an appropriate
generalization of the rule that one increases by .
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu