Variance

#Math
Square of standard deviation

Topics

• Standard Error
• Mean Squared Error

$\displaystyle \sigma_{X}^{2}=\mathbb{E}[(X-\mathbb{E}[X])^{2}]=\mathbb{E}[X^{2}]-\mathbb{E}[X]^{2}$

• Quantum Mechanics Version: $\displaystyle \sigma ^{2}={\left\langle{(x-\mu)^{2}}\right\rangle}={\left\langle{x^{2}}\right\rangle}-\mu ^{2}$