MathLiveVariance definition
The variance of a random variable is the expected value of the squared difference between the variable and its mean. It measures how widely the values of the variable spread around the average.
\operatorname{Var}(X) = E\left(\left(X - E(X)\right)^2\right)What the symbols mean
| random variable | |
| expected value (expectation) operator | |
| variance of X, written V(X) in some texts |
About this formula
- FieldStatistics
- TopicDescriptive statistics
- LevelUniversity
- Also calledvariance of a random variable, expected squared deviation from the mean, variance formula, second central moment, var(X) definition, spread of a distribution
- SourceWikidata Q175199
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