nrep = 1e4
V = NULL
NSamp = c(20,40,80,160)

for (k in 1:length(NSamp)) {

    nsamp = NSamp[k]

    ## Generate a nrep x nsamp array of standard normal draws.
    D = rnorm(nrep*nsamp)
    X = array(D, c(nrep,nsamp))

    ## Get the variance of each row of X.
    Y = apply(X, 1, var)

    ## Calculate the sample variance of Y.
    V[k] = var(Y)
}