方差计算公式
对于一组数据 x 1 , x 2 . . . x n x_1,x_2...x_n x1,x2...xn,若其平均数为 x ‾ \overline x x则方差公式为
S 2 = 1 n [ ( x 1 − x ‾ ) 2 + ( x 2 − x ‾ ) 2 + . . . + ( x 3 − x ‾ ) 2 ] S^2=\frac 1n[(x_1-\overline x)^2+(x_2-\overline x)^2+...+(x_3-\overline x)^2] S2=n1[(x1−x)2+(x2−x)2+...+(x3−x)2]
方差计算公式变形
S 2 = 1 n [ ( x 1 2 + x ‾ 2 − 2 x 1 x ‾ ) + ( x 2 2 + x ‾ 2 − 2 x 2 x ‾ ) + . . . + ( x n 2 + x ‾ 2 − 2 x n x ‾ ) ] = 1 n [ ( x 1 2 + x 2 2 + . . . + x n 2 ) + n x ‾ 2 − 2 x ‾ ( x 1 + x 2 + . . . + x n ) ] = 1 n [ ( x 1 2 + x 2 2 + . . . + x n 2 ) + n x ‾ 2 − 2 n x ‾ 2 ] = 1 n [ ( x 1 2 + x 2 2 + . . . + x n 2 ) − n x ‾ 2 ] = 1 n [ ( x 1 2 + x 2 2 + . . . + x n 2 ) − 1 n ( x 1 + x 2 + . . . + x n ) 2 ] S^2=\frac 1n[(x_1^2+\overline x^2-2x_1\overline x)+(x_2^2+\overline x^2-2x_2\overline x)+...+(x_n^2+\overline x^2-2x_n\overline x)]=\frac 1n[(x_1^2+x_2^2+...+x_n^2)+n\overline x^2-2\overline x(x_1+x_2+...+x_n)]=\frac 1n[(x_1^2+x_2^2+...+x_n^2)+n\overline x^2-2n\overline x^2]=\frac 1n[(x_1^2+x_2^2+...+x_n^2)-n\overline x^2]=\frac 1n[(x_1^2+x_2^2+...+x_n^2)-\frac 1n(x_1+x_2+...+x_n)^2] S2=