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About: Variance

Module by: Paul E Pfeiffer. E-mail the author

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Name: Variance
ID: m23441
Language: English (en)
Summary: The mean value locates the center of the probability mass distribution induced by X on the real line. In this unit, we examine how expectation may be used for further characterization of the distribution for X. In particular, we deal with the variance and its square root the standard deviation. We identify some important properties of variance and identify the concept covariance. The variance is calculated for several distributions, comparing analytical and Matlab results.
Subject: Mathematics and Statistics
Keywords: Basic patterns for variance, Calculating formula, Chebyshev inequality, Matlab examples, Spread of probability mass, Standard deviation, Uncorrelated random variables, Variance, Various examples
License: Creative Commons Attribution License CC-BY 3.0

Authors: Paul E Pfeiffer (
Copyright Holders: Paul E Pfeiffer (
Maintainers: Paul E Pfeiffer (, Daniel Williamson (, C. Sidney Burrus (

Latest version: 1.7 (history)
First publication date: Apr 17, 2009 12:07 pm -0500
Last revision to module: Sep 18, 2009 2:03 pm -0500


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Version History

Version: 1.7 Sep 18, 2009 2:03 pm -0500 by Daniel Williamson
added google analytics tracking code

Version: 1.6 Jul 28, 2009 2:00 pm -0500 by Paul E Pfeiffer
Summary added

Version: 1.5 Jul 27, 2009 12:19 pm -0500 by Daniel Williamson
disjoint union fix

Version: 1.4 Jun 19, 2009 11:30 am -0500 by Daniel Williamson
m-file fixes, supplemental links, metadata updated

Version: 1.3 Jun 9, 2009 5:31 pm -0500 by Daniel Williamson
updated links, images and accessibility

Version: 1.2 May 26, 2009 4:47 pm -0500 by Daniel Williamson
fixed module names, and updated content structure

Version: 1.1 May 18, 2009 5:00 pm -0500 by Paul E Pfeiffer

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