Homoscedasticity and heteroscedasticity

In statistics, a sequence of random variables is homoscedastic () if all its random variables have the same finite variance; this is also known as homogeneity of variance. The complementary notion is called heteroscedasticity, also known as heterogeneity of variance.

Source: Wikipedia — Homoscedasticity and heteroscedasticity (CC BY-SA 4.0)

Homoscedasticity and heteroscedasticity

In statistics, a sequence of random variables is homoscedastic () if all its random variables have the same finite variance; this is also known as homogeneity of variance. The complementary notion is called heteroscedasticity, also known as heterogeneity of variance.

Source: Wikipedia "Homoscedasticity and heteroscedasticity" · CC BY-SA 4.0

Share this article: X · Bluesky
Privacy Policy