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The Distribution of the Sample Variance Under Normality

Comments on Helmert (1876b)

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Abstract

The article translated here is actually just one part, with its own title, of a three-part paper that slays several dragons (Helmert, 1876b). Let X 1,..., X n be independent N(µ, σ 2) variates. In the omitted portions Helmert derives essentially the variance of the mean deviation EquationSource% MathType!MTEF!2!1!+- % feaaguart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn % hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr % 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9 % vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x % fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaSaaaeaaca % aIXaaabaGaamOBaaaadaaeabqaamXvP5wqonvsaeHbcLgDZrNCLfwB % GyvzYfgitvMCPzgaiuaacqWF8baFaSqabeqaniabggHiLdGccaWGyb % WaaSbaaSqaaiaadMgaaeqaaOGaeyOeI0IabmiwayaaraGae8hFaWha % aa!4AAD!<![CDATA[$$\[\frac{1}{n}\sum | {X_i} - \bar X| $$ and of the mean difference EquationSource% MathType!MTEF!2!1!+- % feaaguart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn % hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr % 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9 % vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x % fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaSaaaeaaca % aIXaaabaGaamOBaiaacIcacaWGUbGaeyOeI0IaaGymaiaacMcaaaWa % aabqaeaadaWgaaWcbaGaamyAaiabgcMi5kaadQgaaeqaaaqabeqani % abggHiLdWexLMBb50ujbqegiuA0nhDYvwyTbIvLjxyGmvzYLMzaGqb % aOGae8hFaWNaamiwamaaBaaaleaacaWGPbaabeaakiabgkHiTiaadI % fadaWgaaWcbaGaamOAaaqabaGccqWF8baFaaa!5373!<![CDATA[$$\[\frac{1}{{n(n - 1)}}\sum {_{i \ne j}} |{X_i} - {X_j}|\]$$.

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David, H.A., Edwards, A.W.F. (2001). The Distribution of the Sample Variance Under Normality. In: Annotated Readings in the History of Statistics. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-3500-0_15

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  • DOI: https://doi.org/10.1007/978-1-4757-3500-0_15

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  • Print ISBN: 978-1-4419-3174-0

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