Variance: Difference between revisions
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Since the square root of the variance is the standard deviation, if we have a simple notation for the standard deviation, such as <math>\sigma</math>, then we can denote the variance as <math>\sigma^2</math>. | Since the square root of the variance is the standard deviation, if we have a simple notation for the standard deviation, such as <math>\sigma</math>, then we can denote the variance as <math>\sigma^2</math>. | ||
==Questions/things to explain== | |||
* vector space interpretation [https://math.stackexchange.com/a/3071375/35525] see also the beginning of [https://web.math.princeton.edu/~nelson/books/rept.pdf] | |||
[[Category:Probability]] | [[Category:Probability]] | ||
Revision as of 03:52, 16 January 2019
The variance of a random variable is defined as , where is the expectation of .
Notation
Since the square root of the variance is the standard deviation, if we have a simple notation for the standard deviation, such as , then we can denote the variance as .