Deriving the Formula for Variance of Variance in Sample Data

[Beamer]

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!

 

[iStealth]

book: Estimation with Applications to Tracking and Navigation (Hardcover)
by Yaakov Bar-Shalom, X. Rong Li, Thiagalingam Kirubarajan, chapter 2.6.3 The variance of the sample mean and sample varinace, page 106. I assume I cannot put the copy of that page because of the copyright. The derivation is there.

 

[Beamer]

Thanks

And is the answer the same as I posted?

Thanks
Beamer

 

[iStealth]

nope :) probably you've made a mistake.
The answer is $$\sigma^2\sqrt{\frac{2}{N}$$

 

[Beamer]

Thanks istealth

Thanks - appreciate your help