What describes the magnitude of fluctuations in data is variance.

Covariance is a measure in probability theory and statistical variance measures the degree of dispersion when a random variable or set of data. Variance in probability theory is used to measure the degree of deviation between a random variable and its mathematical expectation (i.e., the mean). The variance (sample variance) in statistics is the average of the squared values of the difference between each sample value and the mean of all sample values. The study of variance, i.e., the degree of deviation, is important in many practical problems.

Introduction

Variance is a measure of the difference between the source data and the expected value. Variance is defined differently in each of the statistical descriptions and probability distributions and has different formulas.

Data fluctuations data have a virtual false, when the layout of the data is more sparse, such as in the average fluctuations in the data fluctuations vibration amplitude is relatively large near the data, the average per variance of the difference between the data and the large variance in the larger when the layout of the data is relatively centralized in the private data and the smaller average data between the difference between the squares, and therefore the variance of the larger data amplitude the larger the variance is smaller! the smaller the data amplitude.