Definition:Mean Square

Definition

Let $S$ be a set of numbers.

The mean square of $S$ is the arithmetic mean of the squares of the elements of $S$:

$s^2 = \dfrac 1 n \ds \sum_{i \mathop = 1}^n {x_i}^2$

where $S = \set {x_1, x_2, \ldots, x_n}$.

Sources

• 1994: George E.P. Box, Gwilym M. Jenkins and Gregory C. Reinsel: Time Series Analysis: Forecasting and Control (3rd ed.) ... (previous) ... (next):

$1$: Introduction:

$1.1$ Four Important Practical Problems:

$1.1.1$ Forecasting Time Series