Find the variance of the sample standard deviation, Assuming that the Xi are IID Gaussian random variables

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Find the variance of the sample standard deviation,

Assuming that the Xi are IID Gaussian random variables with mean Î¼ and variance Ïƒ2.

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Probability and Random Processes With Applications to Signal Processing and Communications

ISBN: 978-0123869814

2nd edition

Authors: Scott Miller, Donald Childers

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Question Posted: Nov 20, 2015 12:08 AM

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Find the variance of the sample standard deviation, Assuming that the Xi are IID Gaussian random variables

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73 m=1

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We can write the equation for s 2 a little differently using matrix transformations First make the ...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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