41
for a variance, but three which worked well in the Monte
Carlo study are described in the following lemma.
Lemma 2.4.3: Under Hq the following are consistent
estimators of Var(CD):
1) Va r x(CD)
4
n
lllA
1 *
2) Var2(CD)
- 4 (
l l l + l I 1 > >.
n n(n-l)2 l**21
n(n-l) ( 2 ) 1*