Symbols:V/Variance

Variance

$\var X$

Let $X$ be a discrete random variable.

Then the variance of $X$, written $\var X$, is a measure of how much the values of $X$ vary from the expectation $\expect X$, and is defined as:

$\var X := \expect {\paren {X - \expect X}^2}$

That is: it is the expectation of the squares of the deviations from the expectation.

The $\LaTeX$ code for \(\var X\) is \var X .

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Var
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Var
• 2014: Christopher Clapham and James Nicholson: The Concise Oxford Dictionary of Mathematics (5th ed.) ... (previous) ... (next): Appendix $14$: Symbols