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For a sample of size $n$ of non-normal random variables $x_1,...,x_n$. Is it possible to know which distribution the sample variance estimator follows?

Details: The distribution of $x_i$'s is not known. The only thing I know is that this $n$-dimensional sample was taken from a population with mean=0 and std=1. I also don't know about the distribution of the population.

thanks!

Dabaso
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  • Do you know the distribution of $x_i$? – Juho Kokkala Sep 16 '14 at 13:31
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    Hello, Juho! No, I don't know the distribution. The only thing I know is that this n-dimensional sample was taken from a population with mean=0 and std=1. I also don't know about the distribution of the population. – Dabaso Sep 16 '14 at 13:35
  • Basically, the answer is "no". What are you trying to achieve? – Glen_b Sep 17 '14 at 01:39

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