Difference between revisions of "Variance"

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Revision as of 17:22, 23 November 2014

Let $\mathbb{T} be a [[time scale]]. Let $X$ be a random variable with [[probability density function]] $f \colon \mathbb{T} \rightarrow \mathbb{R}$. Then the variance of $X$ is defined by the formula $$\mathbb{V}ar_{\mathbb{T}}(X) = \dfrac{d^2 C_f}{dz^2}(0).$$