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Henrik Schumacher
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If I am not mistaken, the probability distitribution pdf and the cummulative probability distribution cdf of $S^2$ should be given by

pdf = σ^2/n PDF[ChiSquareDistribution[n - 1]][t/n σ^2];
cdf = CDF[ChiSquareDistribution[n - 1]][t/n σ^2];

Some wuick consistency tests for the scalings:

Integrate[pdf, {t, 0, ∞}, Assumptions -> {σ > 0, n >= 2}] == 1
Limit[cdf, t -> ∞, Assumptions -> {σ > 0, n >= 2}] == 1
D[cdf, t] == pdf // Simplify

True

True

True

Henrik Schumacher
  • 109.5k
  • 7
  • 186
  • 323