Here is a problem a have got in my homework.
Given a set of $X_1, ... X_n \sim F$ i.i.d values find the variance of $T_n = \overline{X}_n^2$ where $\overline{X}_n = \frac{\sum_i{X_i}}{n}$.
I actualy have an answer for this problem: $V(T_n) = \frac{4 \mu^2 \alpha_2}{n} + \frac{4 \mu \alpha_3}{n^2} + \frac{\alpha_4}{n^3}$ where $\mu = E(X_1)$ and $\alpha_k = \int \left| x - \mu \right|^k dF(x)$. But I can't figure out how it was obtained.
Here is what I got so far: $V(\overline{X}_n^2) = E\left[\overline{X}_n^4\right] - \left[E(\overline{X}_n^2)\right]^2 = E\left[\overline{X}_n^4\right] - \left[V(\overline{X}_n) + \left(E(\overline{X}_n)\right)^2\right]^2$ where $E(\overline{X}_n) = \mu$, $V(\overline{X}_n) = \frac{\alpha_2}{n}$ so $E(\overline{X}_n^2) = \mu^2 + \frac{\alpha_2}{n}$ the question is what $E(\overline{X}_n^4)$ equals to.
If you have any thought about that problem, hint or solution, please, tell me.