V = NULL

## Sample sizes.
NSamp = c(10,20,40,80,160)

## Loop over a sequence of sample sizes.
for (k in 1:length(NSamp))
{
  ## The sample size for this iteration.
  r = NSamp[k]

  ## Generate nrep data sets containing r values each.
  X = array(rcauchy(r*1000), c(1000,r))

  ## The sample mean of each data set.
  Y = apply(X, 1, mean)

  V[k] = var(Y)
}