Question: For samples from normal populations, the variance of the sampling distri bution of s2, the unbiased estimator of cr2, is 2 cr4/(N 1). Prove

For samples from normal populations, the variance of the sampling distri¬

bution of s2, the unbiased estimator of cr2, is 2 cr4/(N — 1). Prove this, using the fact that the mean of a chi-square random variable is equal to the number of degrees of freedom. [Hint: Remember that the variance of the sampling distribution of s2 is equal to P[(s2)2] — (

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