Deriving a Confidence Interval for a Variance (Assuming a Normally Distributed Population)

I derive the appropriate formula for a confidence interval for a population variance (when we are sampling from a normally distributed population). I do not do any calculations or look at any examples in this video, I simply derive the appropriate confidence interval formula.

[htchtc]

Thank you Sir. Your presentation was very clear and help to understand how the limits are derived.
Sir, does the same derivation apply for Rayleigh distribution.
Sir, I hope you would elaborate WHY the sample variance follows the chi square distribution.

[stefanofedele]

Long story short we saw that
- the distribution of the average of a random variable with a generic distribution function is well approximated by the Gaussian (central limit theorem)
- while the distribution of the variance of a normally distributed variable (such as the average from the sampling on a generic random variable) is well approximated by the chi squared distribution function.
This last assumption allows us to estimate the interval of confidence once we decided which is the probability we choose to define "success" and "failure"

[alexxela]

I like all your tutorials. One question: where this (n-1)s^2/sigma^2 comes from?

[brianterry]

This cleared up a gap in my lecture notes - thanks! :)

[asolisca]

Hello! What software do you use to create the graphs?! They're amazing! Congrats!

[lihlewelani]

How would you construct a 100(1-alpha)% in upper and lower confidence bound for variance?

[roseb]

I get it that for a regular mean of data sets 12345 we take each number to see how far it is from the average but with proportion we are just counting the number of people that say yes out of the total number of respondents so what does the variance mean in this case?

[roseb]

can somone please explain what does it mean a variance of a proportion and the formula// for this

[saulgoodalvarez]

Very well explained, sir. Thank you very much!

[haniasyoutubechannel]

Very much well explained....thanks sir

[AbrarAhmed]

Thank you so much sir, your videos help me a lot.