Date of Award
College of Science
Type of Degree
Dr. Laura Adkins, Committee Chairperson
Dr. Avishek Mallick
Dr. Alaa Elkadry
In this thesis, we examine properties of the variance of the sample variance, which we will denote V (S 2 ). We derive a formula for this variance and show that it only depends on the sample size, variance, and kurtosis of the underlying distribution. We also derive the maximum likelihood estimators for this parameter, Vˆ (S 2 ), under the normal, exponential, Bernoulli, and Poisson distributions and end the thesis with simulations demonstrating the distributions of these estimators.
Stradwick, Christina, "Exploring the variance of the sample variance through estimation and simulation" (2019). Theses, Dissertations and Capstones. 1236.