How to find approximation of variance of $i^{th}$ order statistic
18163
Central limit theorem for sample medians
41256
Variance of a linear combination of vectors
150899
Maximum likelihood estimator is sample mean or minimum ordered statistic?
147402
Maximum of the Variance Function for Given Set of Bounded Numbers
139722
Computing the expectation of conditional variance in 2 ways
158072
Variance of Gaussian linear combination
35178
Covariance of order statistics (uniform case)
94853
The linearity of variance
43942
$N(\theta,\theta)$: MLE for a Normal where mean=variance
154806
Limiting distribution of the first order statistic of a general distribution
39939
Variance of sample median
136419
Variance of the distribution of difference scores
61900
Confidence Interval for variance given one observation
37786
Variance with minimal MSE in normal distribution
150004
Estimated standard deviation of difference between means in case of known and unknown variance?
43500
How to show this curious combination of Exponential order statistics has a Chi-squared distribution?
83058
Finding $\mathrm{Var}(N)$ if $N=\inf\{n\ge1:\sum_{i=1}^nX_i>1\}$ where $X_i$'s are i.i.d Exponential variables