[Chi-Squared 05] Chi-Squared Distribution and Sample Variance from Non-Normal Distribution

Proof that sample variance from population without normality assumption also coverges to chi-squared distribution as n goes large

    $\large \frac{DF}{\sigma^{2}}\,S_{n}\, = \, \chi^{2}_{DF}$   (here, $\large DF$ equals to $\large \frac{2n}{\kappa\, -\, 1}$ and $\large \kappa$ is kurtosis)

• Chi-Squared Distribution and Sample Variance from Non-Normal Distribution