Definition:Variance/Discrete/Definition 3
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Definition
Let $X$ be a discrete random variable.
Let $\expect X$ be the expectation of $X$.
Then the variance of $X$, written $\var X$, is defined as:
- $\var X := \expect {X^2} - \paren {\expect X}^2$
Also see
Sources
- 1986: Geoffrey Grimmett and Dominic Welsh: Probability: An Introduction ... (previous) ... (next): $\S 2.4$: Expectation: $(23)$