Difference between revisions of "Variance"
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| − | In probability theory and statistics, the variance is used as a measure of how far a set of numbers are spread out from each other. It is one of several descriptors of a probability distribution, describing how far the numbers lie from the mean (expected value). In particular, the variance is one of the moments of a distribution | + | In probability theory and statistics, the ''variance'' is used as a measure of how far a set of numbers are spread out from each other. It is one of several descriptors of a probability distribution, describing how far the numbers lie from the mean (expected value). In particular, the variance is one of the moments of a distribution. |
<math>{Var}(X) = {E}[(X - \mu)^2]</math> | <math>{Var}(X) = {E}[(X - \mu)^2]</math> | ||
| − | [[Category: | + | [[Category:mbi]] |
Revision as of 18:46, 26 August 2020
In probability theory and statistics, the variance is used as a measure of how far a set of numbers are spread out from each other. It is one of several descriptors of a probability distribution, describing how far the numbers lie from the mean (expected value). In particular, the variance is one of the moments of a distribution.
![{\displaystyle {Var}(X)={E}[(X-\mu )^{2}]}](https://wikimedia.org/api/rest_v1/media/math/render/svg/8868c29e0428eb4a4202a302b9a910cd79d521bb)
