Variance

Author

Eric W. Weisstein
February 7, 2004

This notebook downloaded from http://mathworld.wolfram.com/notebooks/Statistics/Variance.nb.

For more information, see Eric's MathWorld entry http://mathworld.wolfram.com/Variance.html.

©2005 Wolfram Research, Inc. except for portions noted otherwise

Definition

data=Table[Random[Real,{-10,10}],{20}]

Variance[data]

MyVariance[l_List,k_:1]:=Module[{m=Mean[l],n=Length[l]},
Plus@@((#-m)^2&/@l)/(n-k)
]

MyVariance[data]

Linear Transformation

Union[Table[Variance[a data+b]/a^2/Variance[data]/.Thread[{a,b}->Table[Random[Real,{-2,2}],{2}]],{100}],SameTest->Equal]