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Math Help - Variance of mean for uniform distribution (discrete)

  1. #1
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    Variance of mean for uniform distribution (discrete)

    Help wanted to calculate the variance of mean of uniform distribution, as below:

    Suppose X follows a discrete uniform distribution from 1 to N. Suppose 1,000 sampling process are carried out. In each sampling, n samples are taken from X ( with replacement), and an mean is calculated. After 1,000 repeats, 1000 means are obtained. What is the variance of these means?
    Last edited by southliguang; January 8th 2010 at 06:44 PM.
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  2. #2
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    I got that. The sd of mean is sqrt((N^2 -1)/(12*n)).
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