nsamp = 20 ## The number of data values in each data set nrep = 1000 ## The number of data sets to generate pop_mean = 0 ## The population mean of each data value pop_var = 1 ## The population variance of each data value ## Generate a nrep x nsamp array of standard normal draws. D = rnorm(nrep*nsamp, mean=pop_mean, sd=sqrt(pop_var)) X = array(D, c(nrep,nsamp)) ## Get the variance of each row of X. Y = apply(X, 1, var) ## Calculate the sample mean of Y. V = mean(Y)