Hi Guys

I have a sample of N iid normal distributed variables. And I need to calculate the Variance of the Maximumlikelihood estimated variance (sample variance)

Can somebody help me. I just can't come to an answer

Cheers

Todor

- May 10th 2010, 09:02 AMpimponiWhat is the Varinace of the sample variance of iid normal distributed variables
Hi Guys

I have a sample of N iid normal distributed variables. And I need to calculate the Variance of the Maximumlikelihood estimated variance (sample variance)

Can somebody help me. I just can't come to an answer

Cheers

Todor - May 10th 2010, 04:32 PMMoo
Hello,

This rv follows a distribution :D So if you look at a table you should get its variance :p - May 13th 2010, 12:14 AMmatheagle
Nope, the sum over has a chi-square distribution.

Hence

- May 13th 2010, 02:47 PMMoo