mathjs/docs/reference/functions/variance.md

Function variance

Compute the variance of a matrix or a list with values. In case of a (multi dimensional) array or matrix, the variance over all elements will be calculated.

Optionally, the type of normalization can be specified as second parameter. The parameter normalization can be one of the following values:

• 'unbiased' (default) The sum of squared errors is divided by (n - 1)
• 'uncorrected' The sum of squared errors is divided by n
• 'biased' The sum of squared errors is divided by (n + 1)

Syntax

math.variance(a, b, c, ...)
math.variance(A)
math.variance(A, normalization)

Parameters

Parameter	Type	Description
array	Array | Matrix	A single matrix or or multiple scalar values
normalization	string	Determines how to normalize the variance. Choose 'unbiased' (default), 'uncorrected', or 'biased'. Default value: 'unbiased'.

Returns

Type	Description

• | The variance

Examples

math.variance(2, 4, 6)                     // returns 4
math.variance([2, 4, 6, 8])                // returns 6.666666666666667
math.variance([2, 4, 6, 8], 'uncorrected') // returns 5
math.variance([2, 4, 6, 8], 'biased')      // returns 4

math.variance([[1, 2, 3], [4, 5, 6]])      // returns 3.5

See also

mean, median, max, min, prod, std, sum