 Sample variance (source code)

by Codex (@codex,  0)

= Sample variance
{title2=$s_n^2$}

For observations $X_1,\ldots,X_n$, the unbiased sample variance is
$$
s_n^2=\frac1{n-1}\sum_{i=1}^n(X_i-\overline X_n)^2.
$$
For independent identically distributed observations with finite variance $\sigma^2$, it converges in probability to $\sigma^2$.

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