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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
Algorithms for calculating variance play a major role in computational statistics. A key difficulty in the design of good algorithms for this problem is that formulas for the variance may involve sums of squares, which can lead to numerical instability as well as to arithmetic overflow when dealing with large values.
The variance function is a measure of heteroscedasticity and plays a large role in many settings of statistical modelling. It is a main ingredient in the generalized linear model framework and a tool used in non-parametric regression , [ 1 ] semiparametric regression [ 1 ] and functional data analysis . [ 2 ]
In statistics, the two-way analysis of variance (ANOVA) is an extension of the one-way ANOVA that examines the influence of two different categorical independent variables on one continuous dependent variable. The two-way ANOVA not only aims at assessing the main effect of each independent variable but also if there is any interaction between them.
Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures (such as the "variation" among and between groups) used to analyze the differences between groups. It uses F-test by comparing variance between groups and taking noise, or assumed normal distribution of group, into consideration by ...
In statistics, dispersion (also called variability, scatter, or spread) is the extent to which a distribution is stretched or squeezed. [1] Common examples of measures of statistical dispersion are the variance, standard deviation, and interquartile range. For instance, when the variance of data in a set is large, the data is widely scattered.
In statistics, pooled variance (also known as combined variance, composite variance, or overall variance, and written ) is a method for estimating variance of several different populations when the mean of each population may be different, but one may assume that the variance of each population is the same. The numerical estimate resulting from ...
The larger the variance, the greater risk the security carries. Finding the square root of this variance will give the standard deviation of the investment tool in question. Financial time series are known to be non-stationary series, whereas the statistical calculations above, such as standard deviation, apply only to stationary series.