Definition:Variance/Discrete/Definition 1
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Definition
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.
Also see
Sources
- 1986: Geoffrey Grimmett and Dominic Welsh: Probability: An Introduction ... (previous) ... (next): $\S 2.4$: Expectation: $(21)$