The 2nd order central momentum, characterizing the deviation of a given numerical dataset
Synonym: Second central momentum (μ2) = Variance
The 2nd order central momentum, characterizing the deviation of a given numerical dataset from its Mean Value
:
\mu_2(x) = E[ ( x - \mu)^2 ] = \frac{1}{N} \sum_{i=1}^N (x_i - \mu)^2 |
where
The second central momentum (μ2) is also called variance.
It is related to standard deviation as:
.
See also
Formal science / Mathematics / Statistics / Statistical Metric / Central momentum