Variance is a measure of dispersion when probability theory and statistical variance measure random variables or a set of data. Variance in probability theory is used to measure the deviation between random variables and their mathematical expectations. The variance in statistics is the average value of the square of the difference between each sample value and the average value of all sample values. In many practical problems, it is of great significance to study variance or deviation.
In statistical description, variance is used to calculate the difference between each variable and the population mean. In order to avoid the phenomenon that the average sum deviation is zero and the average square sum deviation is affected by the sample size, the average deviation of the average square sum is used to describe the variation degree of variables.
In probability theory and statistics, mathematical expectation is the sum of the probability of each possible result multiplied by its result in the experiment. Is one of the most basic mathematical characteristics. It reflects the average value of random variables.