S4:E6 What is variance?
Автор: Roman Vershynin
Загружено: 2023-05-10
Просмотров: 307
This is part of a free course in Undergraduate Probability: https://www.math.uci.edu/~rvershyn/te...
0:00 Recall the concepts of a random variable and its expectation
0:50 A function of a random variable
1:17 and its expectation
1:48 First attempt to define variance: use absolute value
3:15 Absolute value is inconvenient to work with
4:11 Using square instead of absolute value, we define variance
4:31 Standard deviation
5:20 Expanding the square,
6:25 we get an alternative formula for variance
7:19 Example: compare two investment options
7:51 Let's compute the expected values of the returns
8:52 and the variances
11:52 The expected returns are approximately the same, but one stock has higher risk
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