Timeline for Calculating $\operatorname{Var}\left\{(\hat{m}-m)^2\right\}$ for a univariate normal distribution
Current License: CC BY-SA 4.0
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| Mar 12, 2023 at 4:41 | history | edited | User1865345 | CC BY-SA 4.0 |
added 179 characters in body
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| Dec 9, 2010 at 10:19 | vote | accept | Isaac | ||
| Dec 8, 2010 at 20:14 | comment | added | shabbychef | The quantity $(N(0,\frac{\sigma^2}{n}))^2$ is a scaled Chi-square. As a check, the variance of a Chi-square with $k$ dof is $2k$, which gives the same result you get. | |
| Dec 8, 2010 at 19:43 | comment | added | shabbychef | exactly. The error is in the first line of the question, where the OP defines $\hat{m}$ as the sum of the $X_i$ not the mean, as you do. | |
| Dec 8, 2010 at 19:35 | history | answered | mpiktas | CC BY-SA 2.5 |