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What is Properties of Sample Variance Explained about?

This paper explores the properties of sample variance, particularly under conditions where observations are neither independent nor identically distributed. It derives general formulas for the first two moments and variance of the sample variance, extending previous work and demonstrating that the independence of sample mean and variance holds only for normally distributed data. The findings provide insights into the behavior of sample variance in various statistical contexts, including the implications for

Author

Eric Benhamou

Language

EN