⑤
It is extremely important to carefully differentiate between:
Estimate of the variance of the stochastic quantity X:
5.2
Estimate of the variance of the estimate of the expectation value of
the stochastic quantity X:
(
)
2
2
1
1
( )
1
N
i
i
s X
X X
N
=
=
−
−
∑
64
2
2
( )
s
s X
N
=
(
)
2
1
1
(
1)
N
i
i
X X
N N
=
=
−
⋅
−
∑