Variance
The average squared distance from the mean — how spread out a random variable is. Squaring is what makes it differentiable and additive over independent variables, and also what makes it sensitive to outliers.
- The random variable.
- Its mean.
The average squared distance from the mean — how spread out a random variable is. Squaring is what makes it differentiable and additive over independent variables, and also what makes it sensitive to outliers.