Lecture 12: Monte Carlo Integration (27)

Here we are assuming identical independent distributions for Yi's.




What actually is the definition of variance? Would variance of a random variable just be the difference in what each of the variable extremes can be?


@marianavazquezr variance is the expected squared deviation from a random variable's mean - you can see this represented in the first line under the definition of variance. not sure if that's what you were asking about though!

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