tag:blogger.com,1999:blog-2198942534740642384.post365684784210771425..comments2023-10-24T03:16:41.009-07:00Comments on Econometrics Beat: Dave Giles' Blog: What's the Variance of a Sample Variance?Dave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger12125tag:blogger.com,1999:blog-2198942534740642384.post-12012802007661490992019-09-11T08:04:30.524-07:002019-09-11T08:04:30.524-07:00Yes, you should.Yes, you should.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-48004595197472876232019-09-10T21:38:03.717-07:002019-09-10T21:38:03.717-07:00This article helped me a lot. Thank you! Should we...This article helped me a lot. Thank you! Should we use Finite Population Correction Factor (FPC) when you sample without replacement?Anonymoushttps://www.blogger.com/profile/11950817972447602623noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-73632338678836379062019-03-25T06:13:55.465-07:002019-03-25T06:13:55.465-07:00Thank you for pointing out this error. You are cor...Thank you for pointing out this error. You are correct. The second central moment is Lambda, and the fourth central moment is (Lambda(1 + 3 Lambda)), giving the result that you stated. I have changed the text accordingly.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-36148666012157428192019-03-25T03:24:21.474-07:002019-03-25T03:24:21.474-07:00Thank you for the arcticle, it helped a lot with m...Thank you for the arcticle, it helped a lot with my thesis. <br /><br />The only that confused me a little is the variance of sample variance for the Poisson distribution, shouldn’t it be λ/n+2λ^2/(n-1)?<br /><br />Thank you :) marineavalancheshttps://www.blogger.com/profile/03115237800333326099noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-72628177418408790172017-08-24T18:24:18.340-07:002017-08-24T18:24:18.340-07:00Thanks a lot! Fixed - along with a couple of other...Thanks a lot! Fixed - along with a couple of other typos.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-59345111773944325602017-08-24T16:02:06.051-07:002017-08-24T16:02:06.051-07:00Thanks for the article. Quick correction:
The 4th...Thanks for the article. Quick correction:<br /><br />The 4th central moment of the chi-squared distribution is: 12*v*(v+4)<br /><br />http://mathworld.wolfram.com/Chi-SquaredDistribution.html<br /><br />After I made that correction I was well on my way with the rest of the info you provided. Best regards!Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-31564222726043860672015-07-29T18:34:55.297-07:002015-07-29T18:34:55.297-07:00Yes, when the support is [0 , 1]. I've correct...Yes, when the support is [0 , 1]. I've corrected the expression for the fourth central moment. Thanks!Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-37964168812079181282015-07-29T08:46:02.817-07:002015-07-29T08:46:02.817-07:00Very useful page, thank you. I am just a bit confu...Very useful page, thank you. I am just a bit confused about the example using the uniform distribution. Isn't 9/5 the value of kurtosis in the uniform distribution?<br />Thank you.<br />ClaudioAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-45159639422862343302013-12-11T22:18:11.798-08:002013-12-11T22:18:11.798-08:00Thanks - now fixed.Thanks - now fixed.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-31678403774244492902013-12-10T18:52:31.074-08:002013-12-10T18:52:31.074-08:00Very helpful thank you. I think you may want to do...Very helpful thank you. I think you may want to double check the result for the exponential distribution... I think a simple arithmetic was made when substituting int he 2nd and 4th moments.Anonymoushttps://www.blogger.com/profile/11941264617297455443noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-19194120329633486962013-06-05T09:51:15.963-07:002013-06-05T09:51:15.963-07:00Thanks - and the link to your page is much appreci...Thanks - and the link to your page is much appreciated!<br />DGDave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-12533047243747656232013-06-05T00:47:36.106-07:002013-06-05T00:47:36.106-07:00Hi there! Excellent post!
In case you might be in...Hi there! Excellent post! <br />In case you might be intrested I collected some detailed derivations of the variance of sample variance and its distribution in my blog at <a href="http://www.statlect.com/variance_estimation.htm" rel="nofollow">href="http://www.statlect.com/variance_estimation.htm</a>mtabogahttps://www.blogger.com/profile/03837022719365728965noreply@blogger.com