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We have variance and it's often represented by σ2,
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that's the Greek letter sigma, lower case, squared.
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Or, especially when talking about estimates of the variance,
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we sometimes say S2 or we say standard deviation2.
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The standard deviation is the square root of the variance.
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For population variance, the variance of some random variable x
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is defined as
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the summation i = 1 to infinity
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of the Prob (x = xi) times (xi - μ)2.
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μ sub x
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So μ sub x is the mean--we just defined it of x--
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that's the expectation of x or also E(x),