
This is unbiased if (x) is normal. | Case | Formula for (\mathrmVar(S_xx)) | |------|--------------------------------------| | (x) fixed | 0 | | (x) random, normal | (2(n-1)\sigma_x^4) | | (x) random, normal, estimated | (\frac2S_xx^2n-1) |
Variance of a chi-squared random variable with (k) df is (2k):
Under the :
If (x_i \sim \texti.i.d. N(\mu_x, \sigma_x^2)):