06. Variance

Nd787 C4 L1 A05 Variance V1

Summary of Terms

Expected Value - The expected value gives the long-run average value of a repeated probabilistic experiment. Mathematically, the expected value of a random variable X is defined as:

E[X] = \bar{x} = \sum x_i p(x_i)

Variance - The variance of a random variable measures how spread out a set of numbers are from their mean (expected value).

E[(X- E[X])^2] = \sigma^2 = \sum (x-\bar{x})^2 p(x)

Standard Deviation - The standard deviation is a common measure of spread. It's just the square root of the variance.