Let $X = (X_1, . . . , X_n)$ consist of independent and identically Normal $N(0, θ)$ random variables, with mean $0$ and variance $θ \gt 0$.
The Moment Estimator for $\theta$ is given by $\hat \theta (X)= \frac{1}{n} \sum^n_{i=1}X^2_i$
I would like to compute the mean and variance of the ME. So, by using the help of this question :
$\Bbb E[\frac{1}{n}\sum^n_{i=1}X^2_i]$ $= \Bbb E[\frac{1}{n}] \Bbb E[\sum^n_{i=1}X^2_i]$$ = \frac{1}{n} \frac{n}{2} 2 \theta = \theta$ Since the gamma distribution has mean $k \theta$
And then the variance:
$Var[\frac{1}{n} \sum^n_{i=1}X^2_i]$ = $\frac{1}{n^2} var(\sum^n_{i=1}X^2_i)= \frac{n}{2n^2}4 \theta^2 = \frac{2 \theta^2}{n}$ Since the variance of the gamma distribution is $k \theta^2$. Is this correct?