Variance

and Standard Deviation

DPD


The formula for the variance of a probability distribution is:

\[\sigma^2=\sum_{i=1}^nP(x_i)\cdot(x_1-\mu)^2\]

There is a quicker (equivalent) formula for variance of a DPD:

\[\Big(\sum_{i=1}^nx_i^2\cdot P(x_i)\Big)-\mu^2\]

The formula for the variance of a discrete probability distribution is:

\[\sigma=\sqrt{\sigma^2}=\sqrt{\Big(\sum_{i=1}^n x_i^2\cdot P(x_i)\Big)-\mu^2}\]