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Exploring The Variance Of The Sample Variance Through Estimation And Simulation, Christina Stradwick
Exploring The Variance Of The Sample Variance Through Estimation And Simulation, Christina Stradwick
Theses, Dissertations and Capstones
In this thesis, we examine properties of the variance of the sample variance, which we will denote V (S 2 ). We derive a formula for this variance and show that it only depends on the sample size, variance, and kurtosis of the underlying distribution. We also derive the maximum likelihood estimators for this parameter, Vˆ (S 2 ), under the normal, exponential, Bernoulli, and Poisson distributions and end the thesis with simulations demonstrating the distributions of these estimators.