I am looking for a method of estimating standard deviation confidence intervals of non-normal data, e.g. the D. G. Bonett method:

"Approximate confidence interval for standard deviation of nonnormal distributions", Douglas G. Bonett, doi:10.1016/j.csda.2004.10.003

but other methods to solve the problem will do just fine also. I can't find any such method in JMP. Am I missing it, or is it relly not there (then consider this a feture request)? Does anyone know of a script or addin to do it?

BR

Jesper