Xi's are iid with ~N(μ,σ^2). I am given the population variance. How do you derive this (the variance part)? Thanks.
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Originally Posted by kman320 Xi's are iid with ~N(μ,σ^2). I am given the population variance. How do you derive this (the variance part)? Thanks. The very easy way is to know that the random variable has a distribution with (n-1) degrees of freedom. Therefore: and the result is obvious. This also provides a very easy way of proving .
Thanks so much Mr. Fantastic. I was doing it the long and difficult way of Var(S^2)= E(S^4)-σ^4. The E(S^4) was taking forever.
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