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This category contains results about variances of random variables.
Definitions specific to this category can be found in Definitions/Variance.

Let $X$ be a discrete random variable.

Then the variance of $X$, written $\var X$, is a measure of how much the values of $X$ varies from the expectation $\expect X$, and is defined as:

$\var X := \expect {\paren {X - \expect X}^2}$

That is: it is the expectation of the squares of the deviations from the expectation.

Pages in category "Variance"

The following 42 pages are in this category, out of 42 total.