X0 x N. Definition Of Variance Variance is a statistical measure that tells us how measured data vary from the average value of the set of data. When we look at some other math formulas like the one below which is basically the formula of variance note that I left out the 1n or the 1n-1 factor which exists in the variance formula and we think about how to do that in Linear Algebra terms things are.
Displaystyle operatorname Var Xoperatorname E operatorname Var Xmid Yoperatorname Var operatorname E Xmid Y.
By using this website you agree to our Cookie Policy. Matrix Algebra of Some Sample Statistics S2 James H. This website uses cookies to ensure you get the best experience. Then the variance is simply given by the following equation.