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Standard error of variance
Posted:
Aug 6, 2008 4:38 PM


Hi I remember looking up somewhere on a website for standard error of variance as (variance/number of samples). Is this the right equation? I tried to find it again but it just disappeared. I have a set of N samples, and the mean estimate is M and variance estimated from samples is S^2. Standard error of mean is sqrt(S^2/N) variance of mean is S^2/N which is different from standard error of variance I suppose? What does the variance of sample mean specify and what is the difference between that and standard error of variance? Could someone help me with this? Thanks Veena



