Squared Deviations
In probability theory and statistics, the definition of variance is either the expected value (when considering a theoretical distribution), or average value (for actual experimental data), of squared deviations from the mean. Computations for analysis of variance involve the partitioning of a sum of squared deviations. An understanding of the complex computations involved is greatly enhanced by a detailed study of the statistical value:
It is well known that for a random variable with mean and variance :
Therefore
From the above, the following are easily derived:
If is a vector of n predictions, and is the vector of the true values, then the SSE of the predictor is:
Read more about Squared Deviations: Sample Variance, Partition — Analysis of Variance, Two-way Analysis of Variance, See Also
Famous quotes containing the word squared:
“Dreams are toys.
Yet for this once, yea, superstitiously,
I will be squared by this.”
—William Shakespeare (1564–1616)