Question: Let X1, . . . , Xn be a random sample from a normal distribution with mean and variance ^2 . Find the variance of

Let X1, . . . , Xn be a random sample from a normal distribution with mean and variance ^2 . Find the variance of the estimator S ^2 = 1 /(n1)* sum i=1 to n (Xi X)^ 2 , and show that it is consistent for ^2 .

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