- #1

NotEuler

- 58

- 2

Say I have a distribution of which I know the variance and mean. I then take samples of

*n*random variables from this distribution.

Without knowing anything more about the distribution, can I calculate the expectation of the coefficient of variation of the

*samples*?

What about the squared coefficient of variation?

If I understand correctly, the expected mean of the samples is just the mean of the distribution. And the expected variance of the samples is just the variance of the distribution divided by

*n.*

But I haven't been able to get much further than that.

Perhaps another way to ask the same is: If I have

*n*iid random variables, what is their expected (squared) coefficient of variation?