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Math Help - simple i.i.d random variable query?

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    simple i.i.d random variable query?

    If i have some independent and identically-distributed random variables and i am given their mean and standard deviation. When working out the variance of an estimator of the mean, do i have to convert the standard deviation to the variance by squaring it?
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    Quote Originally Posted by sirellwood View Post
    If i have some independent and identically-distributed random variables and i am given their mean and standard deviation. When working out the variance of an estimator of the mean, do i have to convert the standard deviation to the variance by squaring it?
    If I understand your situation correctly, then the answer is yes.
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