方差的计算公式
方差迭代计算过程推导术语约定
递推公式
过程推导
术语约定
(1)En=1n∑i=1nxi
E_n =\frac{1}{n} \sum_{i=1}^{n}x_i \tag{1}En=n1i=1∑nxi(1)
(2)F(n)=∑i=1n(x2−En)
F(n) = \sum_{i=1}^{n}{(x^2-E_n)} \tag{2}F(n)=i=1∑n(x2−En)(2)
(3)V(n)=1n∑i=1n(x2−En)=F(n)n
V(n) = \frac{1}{n}\sum_{i=1}^{n}{(x^2-E_n)} = \frac{F(n)}{n} \tag{3}V(n)=n1i=1∑n(x2−En)=nF(n)(3)
递推公式
F(n)=∑i=1n(xi2−En)=∑i=1nxi2−2∑i=1nxiEn+nEn2由En=1n∑i=1nxi可导出,nEn=∑i=1nxi,故
F(n) = \sum_{i=1}^ {n}{(x_i^ 2-E_n)} = \sum_{i=1}^ {n}{x_i^ 2}-2\sum_{i=1}^ {n}{x_iE_n}+nE_n^2 \\
由E_n =\frac{1}{n} \sum_{i=1}^ {n}x_i可导出,nE_n = \sum_{i=1}^{n}x_i,故F(n)=i=1∑n(xi2−En)=i=1∑nxi2−2i=1∑nxiEn+nEn2由En=n1