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### Bounds for the population variance?

Suppose we have i.i.d. samples $x_1$, $\ldots$, $x_n$ for a (potentially non-normal) random variable $X$ with finite moments. We can use these samples to construct an unbiased estimates of the ...
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### Comparison between MAD and SD

I am reading Huber's Robust Statistics (2nd). On page 2 and 3 he gave an example. The basic facts are summarized here. Let $(X_n)$ be a sequence of random variables and define two measures of spread ...
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### Proving Asymptotic distribution of $\sqrt n( \widehat\sigma^2 -\sigma^2)$

I am looking at trying to derive an expression for the asymptotic distribution. We have $X_1,\ldots, X_n$ i.i.d $N(\mu, σ^2)$. So we have defined $\hat \sigma^2 = \frac 1n \sum_{i=1}^n(X_i-\mu)^2$. (...
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### Using $\chi^2$ result to find asymptotic distribution of $S^2$ when $X_i$ normally distributed
I have a centered Gaussian sample of $n$ elements $X_i,\,i=1,..,n$, with variance $\sigma^2$. I would like to find the limiting distribution of the sample variance \$\sigma_n^2=\frac 1n \sum_{i=1}^n ...