Hopefully someone will be able to help me.(adsbygoogle = window.adsbygoogle || []).push({});

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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# Variance of variance

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