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variance

How spread out a list of numbers is around its own mean, \sigma^2=\frac1n\sum(x_i-\mu)^2; its square root, \sigma, is the standard deviation.

Examples

  • For z=(1,2,3,4): mean 2.5, variance \frac{2.25+0.25+0.25+2.25}{4}=1.25.

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