- #1
Beamer
- 3
- 0
Hopefully someone will be able to help me.
I am trying to derive the formula for variance of variance for a sample. This would be similar to variance of a sample mean which is sigma/sqrt(N).
I know the variance of sample variance is sigma^2 * sqrt (2) / N, but I can't prove it.
Please help!
I am trying to derive the formula for variance of variance for a sample. This would be similar to variance of a sample mean which is sigma/sqrt(N).
I know the variance of sample variance is sigma^2 * sqrt (2) / N, but I can't prove it.
Please help!