Please help me understand variance in statistics
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Please help me understand variance in statistics

[From: ] [author: ] [Date: 13-07-04] [Hit: ]
But variance is the expected value of (X - μ)².Think of (X - μ)² as a single variable to find the average of.......
Variance is defined as: E[(X - μ)²]

So this is E[X] minus μ? I'm confused 'cause I thought E[X] and μ are two ways of writing the exact same thing. It looks to me like "expectation times expectation squared."

Can someone explain?

Thanks!

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You cannot distribute the E like that because E isn't a number, it's shorthand for "expected value" or "expectation", like you said. But variance is the expected value of (X - μ)². Think of (X - μ)² as a single variable to find the average of.
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