Use the fact that (n 1)S 2 / 2 is a chi square random variable with
Question:
Use the fact that (n − 1)S2/σ2 is a chi square random variable with n −1 df to prove that
Var(S2)= 2σ4/n −1
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Related Book For
Introduction To Mathematical Statistics And Its Applications
ISBN: 9780321693945
5th Edition
Authors: Richard J. Larsen, Morris L. Marx
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