I'm practicing for a stats exam and I came upon a tough problem. Here's how it goes (Translated from french so translation may not be perfect):
We have 2 independent samples, the first is size 10 from a normally distributed population with variance 4 and the second is size 5 from a normally distributed population with variance 2.
Find an expression for the probability that the sample variance of the second sample is greater than the sample variance of the first one.
I don't really know where to start. I thought about using the chi-squared formula for sample variance but I haven't found anything so far.
Thanks for your help :)