Difference between revisions of "Variance"

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[[Variance]], ''σ2'' is a measure of the distribution's variability. It is the sum of the squared deviations about the expected value.
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[[Variance]], ''σ2'', is a measure of the distribution's variability. It is the sum of the squared deviations about the expected value.
  
  

Revision as of 14:43, 27 October 2019

Variance, σ2, is a measure of the distribution's variability. It is the sum of the squared deviations about the expected value.


Definitions

According to Financial Management Theory and Practice by Eugene F. Brigham and Michael C. Ehrhardt (13th edition),

Variance, σ2. A measure of the distribution's variability. It is the sum of the squared deviations about the expected value.

Related concepts

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