Dakota Reference Manual: standard_deviation

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standard_deviation

Fit MLMC sample allocation to control the variance of the estimator for the standard deviation.

## Specification

Alias: none

Argument(s): none

Child Keywords:

| Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description
--- | --- | --- | --- | ---
| Optional | optimization | Solve the optimization problem for the sample allocation by numerical optimization in the case of sampling estimator targeting the standard_deviation.

## Description

Computes the variance of the sampling estimator for the standard_deviation and fits sample allocation by solving the corresponding optimization problem.

## Examples

The following method block

    method,
        model_pointer = 'HIERARCH'
            multilevel_sampling
          pilot_samples = 20 seed = 1237
          convergence_tolerance = .01
          allocation_target = standard_deviation

uses the standard_deviation as sample allocation target by computing its variance.

## See Also

These keywords may also be of interest:

- variance