【数学】variance & covariance
2023-06-01 本文已影响0人
盐果儿
方差(Variance): Variance is a measure of how spread out a set of data points is around the mean (average) value. It quantifies the average squared deviation of each data point from the mean.
标准差(Standard Deviation):Square root of variance
期望(Expected Value):For a discrete random variable, the expected value is calculated by multiplying each possible value by its corresponding probability and summing up the products.
协方差(Covariance): Covariance measures the relationship between two variables. It determines how changes in one variable are associated with changes in another variable.