I have a process which may be assumed Gaussian - for now I'm assuming it to be zero-mean. The variance is unknown.
I will estimate variance in the usual unbiased way to give the sample variance and thus the ratio of the sample variance to the true variance follows the Chi Squared distribution.
In parallel i have developed an equation for a quantity of interest (a risk) which is a function of the pdf of the true population variance.
What inference approach do/should i take to give me a pdf of this unknown population variance?
Thanks in advance.