Symbols:V/Variance

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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 .