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Unadjusted sample variance

by , PhD

The unadjusted sample variance measures the average dispersion of a sample of observations around their mean. It is computed by averaging the squared deviations from the mean.

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It is also often called biased sample variance, because, under standard assumptions, it is a biased estimator of the population variance.


It is defined as follows:

Definition Given n observations [eq1], their unadjusted sample variance is:[eq2]where Xbar_n is their sample mean:[eq3]

Main lecture

The lecture entitled Variance estimation provides a thorough introduction to the concept of unadjusted sample variance, including a detailed analysis of its statistical properties (e.g. biasedness as an estimator of the population variance).

Related glossary entries

The glossary entry entitled Adjusted sample variance provides a short definition of another - unbiased - estimator of variance.

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