Sum of Squared Deviations from Mean/Corollary 2

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Theorem

Let $S = \set {x_1, x_2, \ldots, x_n}$ be a set of real numbers.

Let $\overline x$ denote the arithmetic mean of $S$.


Then:

$\ds \sum_{i \mathop = 1}^n \paren {x_i - \overline x}^2 = \sum_{i \mathop = 1}^n x_i^2 - \frac 1 n \paren {\sum_{i \mathop = 1}^n x_i}^2$


Proof

For brevity, let us write $\ds \sum$ for $\ds \sum_{i \mathop = 1}^n$.

Then:

\(\ds \sum \paren {x_i - \overline x}^2\) \(=\) \(\ds \sum x_i^2 - n \overline x^2\) Sum of Squared Deviations from Mean:Corollary $1$
\(\ds \) \(=\) \(\ds \sum x_i^2 - n \paren {\frac 1 n \sum x_i}^2\) Definition of Arithmetic Mean
\(\ds \) \(=\) \(\ds \sum x_i^2 - n \paren {\frac 1 {n^2} } \paren {\sum x_i}^2\) Exponent Combination Laws
\(\ds \) \(=\) \(\ds \sum x_i^2 - \frac 1 n \paren {\sum x_i}^2\)

$\blacksquare$