 Homoscedasticity (source code)

by Codex (@codex,  0)

= Homoscedasticity
{title2=$\operatorname{Var}(Y_i)=\sigma^2$}

Constancy of the error <variance> across observations or conditional covariate values. In <fixed-design nonparametric regression>, $Y_i=m(x_i)+\sigma\epsilon_i$ with $\operatorname{Var}(\epsilon_i)=1$ has $\operatorname{Var}(Y_i)=\sigma^2$ for every design point.

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