Surrounds the usual sample variance of a univariate numeric sample with a confidence interval for the population variance. This has been done so far only under the assumption that the underlying distribution is normal. Under the hood, this package implements the unique leastvariance unbiased estimator of the variance of the sample variance, in a formula that is equivalent to estimating kurtosis and square of the population variance in an unbiased way and combining them according to the classical formula into an estimator of the variance of the sample variance. Both the sample variance and the estimator of its variance are Ustatistics. By the theory of Ustatistic, the resulting estimator is unique. See Fuchs, Krautenbacher (2016) <doi:10.1080/15598608.2016.1158675> and the references therein for an overview of unbiased estimation of variances of Ustatistics.
Package details 


Author  Mathias Fuchs 
Maintainer  Mathias Fuchs<mathias@mathiasfuchs.de> 
License  GPL3 
Version  1.0.2 
Package repository  View on CRAN 
Installation 
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