Variance
Mean squared deviation of values from the mean — a measure of dispersion in a dataset.
Also known as: dispersion (in the sense of variance), σ², s²
The variance describes how strongly individual observations scatter around their mean. It is the mean squared deviation — squaring makes deviations symmetric in sign and weights larger deviations disproportionately.
Two variants are distinguished: the population variance (dividing by ) when the full population is known, and the sample variance (dividing by , Bessel's correction) when estimating from a sample.
The unit of the variance is the squared unit of the measurand (e.g. mm²). To obtain a value interpretable in the original unit, take its square root — the result is the standardabweichung.
See also
Used in
- Histogram
- Boxplot
- Process Capability
- Hypothesis Test
- Regression Analysis
- Regression (Attributive)
- Correlation Analysis
- MSA Type 2
- DoE Planner
- DoE Advisor
- Sample Size
- Data Transformation
- Distribution Fit
- Calculator
- Outlier Test
- Multivariate Control Chart (Hotelling T²)
- Pairwise Comparison
- Control Chart
- Individual Value Plot
- Random Generator
- Response Optimization
In the Algorithm Lab
Sources
- Montgomery, D.C.: Introduction to Statistical Quality Control, 8th ed., Wiley, 2020 — Kap. 3
- AIAG: Statistical Process Control (SPC) Reference Manual, 2nd ed., 2005
- DIN ISO 3534-1: Statistik — Begriffe und Formelzeichen, Teil 1: Wahrscheinlichkeit und allgemeine statistische Begriffe