Let $X_1, \ldots, X_N \in \text{Gaussian}(\mu, \sigma)$ each be a D210: Gaussian random real number such that
(i) | \begin{equation} N \in \{ 2, 3, 4, \ldots \} \end{equation} |
(ii) | $X_1, \ldots, X_N$ is an D2713: Independent random collection |
(iii) | \begin{equation} \mathbb{E} |X_1|^2 \in (0, \infty) \end{equation} |
(iv) | \begin{equation} \mu : = \mathbb{E} X_1 \end{equation} |
(v) | \begin{equation} \sigma^2 : = \text{Var} X_1 \end{equation} |
(vi) | \begin{equation} S : = \left( \frac{1}{N - 1} \sum_{n = 1}^N \left( \frac{X_n - \mu}{\sigma} \right)^2 \right)^{1 / 2} \end{equation} |
(vii) | $\chi \in \text{ChiSquared}(N)$ is a D212: Chi-squared random unsigned real number |
Then
\begin{equation}
S
\overset{d}{=} \left( \frac{1}{N - 1} \chi \right)^{1 / 2}
\end{equation}