IEVref:103-08-11ID:
Language:enStatus: Standard
Term: variance, <of a random variable>
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Definition: expectation of the square of the centred variable

σ 2 =V(X)=E{ [X−E(X)] 2 } MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbbjxAHX garuavP1wzZbItLDhis9wBH5garmWu51MyVXgarqqtubsr4rNCHbGe aGqipG0dh9qqWrVepG0dbbL8F4rqqrVepeea0xe9LqFf0xc9q8qqaq Fn0lXdHiVcFbIOFHK8Feea0dXdar=Jb9hs0dXdHuk9fr=xfr=xfrpe WZqaaiqaciWacmGadaGadeaabaGaaqaaaOqaaiabeo8aZnaaCaaale qabaqcLbqacaaIYaaaaOGaeyypa0JaamOvaiaacIcacaWGybGaaiyk aiabg2da9iaadweajugWbiaacUhajugGbiaacUfakiaadIfacqGHsi slcaWGfbGaaiikaiaadIfacaGGPaqcLbyacaGGDbGcdaahaaWcbeqa aKqzaeGaaGOmaaaajugWbiaac2haaaa@4C90@

Note 1 to entry: The variance is the centred moment of order 2.


Publication date:2009-12
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Internal notes:2017-02-20: Editorial revisions in accordance with the information provided in C00020 (IEV 103) - evaluation. JGO
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