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Variance and standard deviation

Variance & correlation

Japanese school year: Math I

What you learn

You will learn to measure data dispersion by calculating variance, the mean of squared deviations, and standard deviation. These statistics are essential for analyzing fluctuations in test scores and measurement errors. Prior knowledge of calculating the mean and basic operations with square roots will be very helpful.

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Key points

Use this formula to quantify how widely data is spread around the average (variance s2s^2). It computes the average of the squared deviations between each data point xix_i and the mean xˉ\bar{x} across nn values.

s2=1n∑i=1n(xi−xˉ)2s^2 = \frac{1}{n} \sum_{i=1}^{n} (x_i - \bar{x})^2

This is a convenient shortcut formula for calculating variance s2s^2. You can compute it by subtracting the square of the mean (xˉ)2(\bar{x})^2 from the average of the squared data points xi2x_i^2.

s2=1n∑i=1nxi2−(xˉ)2s^2 = \frac{1}{n} \sum_{i=1}^{n} x_i^2 - (\bar{x})^2

Use this formula to express data spread in the same measurement units as the original data (standard deviation ss). Taking the square root of the variance restores original units for intuitive comparison.

s=1n∑i=1n(xi−xˉ)2s = \sqrt{\frac{1}{n} \sum_{i=1}^{n} (x_i - \bar{x})^2}

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