Deriving the Formula for Variance of Variance in Sample Data

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The discussion focuses on deriving the formula for the variance of variance in sample data, specifically seeking a comparison to the variance of a sample mean. The user mentions knowing the variance of sample variance is sigma^2 * sqrt(2) / N but struggles to prove it. Another participant confirms the correct formula as sigma^2 * sqrt(2/N). The user expresses gratitude for the assistance provided.
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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!
 
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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.
 
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Thanks

And is the answer the same as I posted?

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

Thanks - appreciate your help
 
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