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Variance

Variance[list]
gives the sample variance of the elements in list.

Variance[dist]
gives the variance of the symbolic distribution dist.

MORE INFORMATION

Variance[list] gives the unbiased estimate of variance.

Variance[list] is equivalent to Total[(list-Mean[list])^2]/(Length[list]-1) for real-valued data.

For complex data, Variance[list] is equivalent to (list-Mean[list]).Conjugate[list-Mean[list]]/(Length[list]-1).

Variance handles both numerical and symbolic data.

Variance[{{x₁, y₁, ...}, {x₂, y₂, ...}, ...}] gives {Variance[{x₁, x₂, ...}], Variance[{y₁, y₂, ...}]}.

Variance works with SparseArray objects.

Basic Examples (3)

Variance of a list of numbers:

Variance of elements in each column:

Variance of a symbolic lognormal distribution:

Generalizations & Extensions (1)

Properties & Relations (9)

StandardDeviation Covariance Correlation Mean Quantile MeanDeviation MedianDeviation Kurtosis CentralMoment ExpectedValue

Basic Statistics

Descriptive Statistics

Discrete Distributions

Continuous Distributions

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