Variance and Standard Deviation - Penn Math
Variance The rst rst important number describing a probability distribution is the mean or expected value E(X). The next one is the variance Var(X) = ˙2(X). The square root of the variance ˙is called the Standard Deviation. If f(x i) is the probability distribution function for a random variable with range fx 1;x 2;x 3;:::gand mean = E(X) then:
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