I am trying to calculate the variance of $s^2=\frac{1}{n-1}\sum (x_i-\bar x)^2$. So what I want to find is $ Var(s^2)$.

I have seen different posts, but many of them seem to make the assumption that the population is normally distributed. I don't know anything about the distribution.

Can anyone help or guide me in the right direction?

## Best Answer

The variance of s^2 if the population is non-Normal in case of simple random sampling, is

If the population is Normal, then μ4 = 3σ^4, and μ2^2 = σ4. So, we get