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Topic: Standard error of variance
Replies: 7   Last Post: Sep 19, 2013 9:38 PM

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Posts: 9
Registered: 12/18/06
Standard error of variance
Posted: Aug 6, 2008 4:38 PM
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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?

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