In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation...

Analysis of variance (ANOVA) is a family of statistical methods used to compare the means of two or more groups by analyzing variance. Specifically, ANOVA...

Look up variance in Wiktionary, the free dictionary. In probability theory and statistics, variance measures how far a set of numbers are spread out....

or probability distribution is the square root of its variance. (For a finite population, variance is the average of the squared deviations from the mean...

In statistics and machine learning, the bias–variance tradeoff describes the relationship between a model's complexity, the accuracy of its predictions...

The generalized variance is a scalar value which generalizes variance for multivariate random variables. It was introduced by Samuel S. Wilks. The generalized...

The Allan variance (AVAR), also known as two-sample variance, is a measure of frequency stability in clocks, oscillators and amplifiers. It is named after...

In statistics, the variance inflation factor (VIF) is the ratio (quotient) of the variance of a parameter estimate when fitting a full model that includes...

total variance is a fundamental result in probability theory that expresses the variance of a random variable Y in terms of its conditional variances and...

Variance risk premium is a phenomenon on the variance swap market, of the variance swap strike being greater than the realized variance on average. For...

variance σ i 2 {\displaystyle \sigma _{i}^{2}} , all having the same mean, one possible choice for the weights is given by the reciprocal of variance:...

all its random variables have the same finite variance; this is also known as homogeneity of variance. The complementary notion is called heteroscedasticity...

median and mode), while the parameter σ 2 {\textstyle \sigma ^{2}} is the variance. The standard deviation of the distribution is ⁠ σ {\displaystyle \sigma...

matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square matrix giving the covariance between...

average variance extracted (AVE) is a measure of the amount of variance that is captured by a construct in relation to the amount of variance due to measurement...

In statistics, inverse-variance weighting is a method of aggregating two or more random variables to minimize the variance of the weighted average. Each...

Realized variance or realised variance (RV, see spelling differences) is the sum of squared returns. For instance the RV can be the sum of squared daily...

moment (about the origin) of the error, and thus incorporates both the variance of the estimator (how widely spread the estimates are from one data sample...

given data set. Often, variation is quantified as variance; then, the more specific term explained variance can be used. The complementary part of the total...

Algorithms for calculating variance play a major role in computational statistics. A key difficulty in the design of good algorithms for this problem is...

The Time Variance Authority (TVA) is a fictional organization appearing in American comic books published by Marvel Comics. It is depicted as a group of...

Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return...

In probability theory and statistics, a conditional variance is the variance of a random variable given the value(s) of one or more other variables. Particularly...

minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than...

Variance-based sensitivity analysis (often referred to as the Sobol’ method or Sobol’ indices, after Ilya M. Sobol’) is a form of global sensitivity analysis...

in general, a variance is the difference between a budgeted, planned, or standard cost and the actual amount incurred/sold. Variances can be computed...

In applied statistics, a variance-stabilizing transformation is a data transformation that is specifically chosen either to simplify considerations in...

Sales variance is the difference between actual sales and budgeted sales. It is used to measure the performance of a sales function, and/or analyze business...

the minimum-variance mean (for large normal samples), which is to say the variance of the median will be ~50% greater than the variance of the mean....

The term cosmic variance is the statistical uncertainty inherent in observations of the universe at extreme distances. It has three different but closely...