View Full Version : Math-stat problem

12-02-2007, 04:29 PM

I know this is a somewhat inappropriate question for this forum...but does anyone have any clue how to derive the "variance of the sample variance". The result should be: (2*sigma^2)/(n-1). It seems to be a simple problem, but I can't find the way... Thanks!

12-03-2007, 01:11 AM
try this page:
Normal Distribution -- from Wolfram MathWorld (http://mathworld.wolfram.com/NormalDistribution.html)

butler blue
12-04-2007, 02:50 PM
You sure you don't mean Var(S^2)=2*sigma^4/(n-1)?

Anyway, you can use the fact that (n-1)S^2/Sigma^2 is distributed Chi-squared w/ n-1 degrees of freedom.

12-04-2007, 07:08 PM
That's what I meant. Thanks a lot!

butler blue
12-05-2007, 03:09 AM
No problem. The irony is that I should have been studying stats when I wrote that. :)