The Sample Variance is an Asymptotically Efficient Estimator

We prove that the unbiased sample variance of a sample of n normally distributed random variables is an asymptotically efficient estimator. We show that the variance of this estimator is only slightly larger than the bound provided by the Cramer-Rao Inequality.

#mikethemathematician, #mikedabkowski, #profdabkowski

[alessandrorosati]

hello, by chance there is also the video that demonstrates that S^2 is asymptoticly normal?