Expectation of Variance
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Question: What is the expectation of the variance?
The expectation of the variance is simply the variance itself: .
Variance is defined as and measures how much a random variable deviates from its mean.
Question: What is the expectation of the variance?
The expectation of the variance is simply the variance itself: .
Variance is defined as and measures how much a random variable deviates from its mean.
E(VAR(X))= VAR(X) VAR(X)= E[(X-E(X))^2] = E[X^2]-E[X]^2