: Matemáticas: variance

probability theory > moment > variance

mathematical statistics > moment > variance

variance

In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance. Variance is a measure of dispersion, meaning it is a measure of how far a set of numbers is spread out from their average value. It is the second central moment of a distribution, and the covariance of the random variable with itself, and it is often represented by ${\\displaystyle \\sigma ^{2}}$ , ${\\displaystyle s^{2}}$ , ${\\displaystyle \\operatorname {Var} (X)}$ , ${\\displaystyle V(X)}$ , or ${\\displaystyle \\mathbb {V} (X)}$
(Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Variance)

http://data.loterre.fr/ark:/67375/PSR-XC8FG6XM-B

RDF/XML TURTLE JSON-LD última modificación 18/10/24

Loterre