Variance decomposition identity
uses the second-order moment to measure the dispersion of random variables around the mean.
symbols, variables and units
Var(X): variance, unit is the square of X unit; E: expectation.
applicable conditions and boundaries
The second-order moment is limited; sample estimation needs to distinguish between n and n−1.
formula source code
The following is a copyable LaTeX expression.
\operatorname{Var}(X)=\mathbb E[X^2]-\mathbb E[X]^2Reference and Extended Learning
Harvard Stat 110 · Probability ↗is organized according to model definition and assumptions. Please check actual conditions and original literature before engineering, research and clinical use.
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