Variance: Difference between revisions
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{{Term | |||
|Display title=variance | |||
{{ | |Definitions={{Definition | ||
|Num=1 | |||
|Meaning=A measure of variability (or [[spread]]). | |||
|Explanation=It is denoted by σ<sup>2</sup> and defined as the mean-square [[deviation]] from the mean, that is, the mean of the squares of the differences between individual values of ''x'' and the [[mean value|mean value]] μ: <blockquote>[[File:ams2001glos-Ve3.gif|link=|center|ams2001glos-Ve3]]</blockquote> where ''E'' denotes [[expected value]]. The positive square root σ of the variance is called the [[standard deviation|standard deviation]]. An unbiased estimate ''s''<sup>2</sup> of the variance σ<sup>2</sup> is obtained from ''n'' independent observations ''x''<sub>1</sub>, ''x''<sub>2</sub>, · · ·, ''x''<sub>''n''</sub> and their [[sample]] average [[File:ams2001glos-Vex01.gif|link=|ams2001glos-Vex01]] as follows: <blockquote>[[File:ams2001glos-Ve4.gif|link=|center|ams2001glos-Ve4]]</blockquote> and the positive square root ''s'' of ''s''<sup>2</sup> is taken as an estimate of the standard deviation σ. | |||
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Latest revision as of 01:18, 29 March 2024
A measure of variability (or spread).
It is denoted by σ2 and defined as the mean-square deviation from the mean, that is, the mean of the squares of the differences between individual values of x and the mean value μ: 
as follows:
where E denotes expected value. The positive square root σ of the variance is called the standard deviation. An unbiased estimate s2 of the variance σ2 is obtained from n independent observations x1, x2, · · ·, xn and their sample average
as follows: and the positive square root s of s2 is taken as an estimate of the standard deviation σ.
