Statistical Papers

, Volume 54, Issue 3, pp 827–837

On a new interpretation of the sample variance

Regular Article

DOI: 10.1007/s00362-012-0465-y

Cite this article as:
Mukhopadhyay, N. & Chattopadhyay, B. Stat Papers (2013) 54: 827. doi:10.1007/s00362-012-0465-y


It may not be an overstatement that one of the most widely reported measures of variation involves S2, the sample variance, which is also well-known to be alternatively expressed in the form of an U statistic with a symmetric kernel of degree 2 whatever be the population distribution function. We propose a very general new approach to construct unbiased estimators of a population variance by U statistics with symmetric kernels of degree higher than two. Surprisingly, all such estimators ultimately reduce to S2 (Theorem 3.1). While Theorem 3.1 is interesting and novel in its own right, it leads to a newer interpretation of S2 that is much broader than what is known in the statistical literature including economics, actuarial mathematics, and mathematical finance.


Actuarial mathematics Economic theory Gini’s mean difference Mathematical finance Sample variance U statistics 

Mathematics Subject Classification (2000)

62G05 62G99 62F10 

Copyright information

© Springer-Verlag 2012

Authors and Affiliations

  1. 1.Department of StatisticsUniversity of ConnecticutStorrsUSA

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