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Conditional variance

In probability theory and statistics, a conditional variance is the variance of a random variable given the value(s) of one or more other variables. Particularly in econometrics, the conditional variance is also known as the scedastic function or skedastic function. Conditional variances are important parts of autoregressive conditional…

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Special cases, variations

Discrete random variableAlmost surelyConditional distributionConditional density
4 related topics

Definition

Conditional expectation
1 related topics

Explanation, relation to least-squares

Law of total expectation
1 related topics

Components of variance

Law of total variance
1 related topics

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Definition

Explanation, relation to least-squares

Special cases, variations

Components of variance

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Conditional variance

Nodes19
Edges18
Triples17
Avg. degree1.89
Density0.105263
Components1

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Conditional variance

Top relations

related to Explanation, relation to least-squares · 9
Conditional variance → As, By, Here, If, In, Recall, The, Thus, We
related to Definition · 4
Conditional variance → As, Here, The, Var
related to Conditioning on discrete random variables · 3
Conditional variance → An, Var, When
is a · 1
Conditional variance → variance of a random variable given the value

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Important terminology

conditional variance random displaystyle operatorname given var variable also mid expectation expected function squared prediction particular error second probability value

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Conditional varianceis avariance of a random variable given the value0.90text
Conditional variancerelated to Conditioning on discrete random variablesWhen0.60section
Conditional variancerelated to Conditioning on discrete random variablesVar0.60section
Conditional variancerelated to Conditioning on discrete random variablesAn0.60section
Conditional variancerelated to DefinitionThe0.60section
Conditional variancerelated to DefinitionHere0.60section
Conditional variancerelated to DefinitionAs0.60section
Conditional variancerelated to DefinitionVar0.60section
Conditional variancerelated to Explanation, relation to least-squaresRecall0.60section
Conditional variancerelated to Explanation, relation to least-squaresThe0.60section
Conditional variancerelated to Explanation, relation to least-squaresThus0.60section
Conditional variancerelated to Explanation, relation to least-squaresIf0.60section

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