The exact distribution of the sample variance from bounded continuous random variables

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial or a trigonometrical polynomial the coefficients of this series are simple finite terms containing only the error function, the exponential function and powers. In more general cases - e.g. for all beta densities - the coefficients are given by some series expansions. The method is generalized to positive semi-definite quadratic forms of bounded independent but not necessarily identically distributed random variables if the form matrix differs from a diagonal matrix D > 0 only by a matrix of rank 1