continued

(Fromthe central limit theorem,standard erroris equal to the population

variance / N)

Estimate(Sigma²) =

Est {Sum [(x - x)²+ Sigma²]}

N

N

Multiply both sidesby N, then combineSigma terms:

Est [(Sigma²)(N - 1)] = Est {Sum [(x -

Divide both sidesby (N - 1) to obtain samplevariance