Probability & Combinatorics
Intermediate

Variance of a Random Variable

Measures the spread of a random variable around its mean.

Formula

Var(X)=E[X2](E[X])2Var(X) = E[X^2] - (E[X])^2

Variables

XRandom variable
EExpectation

Example

Larger variance = more spread

Did You Know?

Standard deviation is the square root of variance.