Variance of ANOVA-based Var-of-CE estimator with varied n_k

Based on Derivation in Abdulla and Ramprasath, "Deriving variance of ANOVA-based estimator ...", IIMK Working Paper Series, 31 Mar 2019

The variance of Var-of-CE estimator given in (Sun, Apley, and Staum, OR, 59(4), 2011) assumes that number of samples in each subpopulation $k$ is such that $n_k=n$, for all $k$. The formula there requires substantial modification if $n_k$ for each $k$ is varied, sometimes due to constraints in the experiment - at other times due to structures like actor-critic algorithms. The derivation of such a formula is in the above publication, the MATLAB implementation of the corresponding formula for (T. Goda, "Computing the Variance of a Conditional Expectation...", OR Letters, 2017, Experiment No. 1) is in the uploaded file and may be modified for other cases.