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Hello
Apologies for cross-posting.
I would be most grateful to receive some advice on an approximation problem. I would like to obtain an approximation to the expectation of the product of two sample variances, where in particular:
a) the two sample variances are not independent
b) it can be assumed that in each case, the sample variances are calculated
for Normally distributed variables
Perhaps some work has already been done on estimating the distribution for the above product, in which case the expectation could be derived on the basis of this work. Does anyone know of any such work?
Many thanks for your interest in this problem.
Best wishes
Margaret
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