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The expected squared deviation of a random variable from its mean; or, the average squared deviation of data about their mean.

2 votes
Accepted

What affects Levene's-Test Sig. value?

But with large $n$, even effects (here difference in variance) that are practically too small to worry about become statistically significant. …
David Ernst's user avatar
  • 3,219
1 vote

Bias and variance in leave-one-out vs K-fold cross validation

Therefore, variance is high when you predict very small test sets per fold. …
David Ernst's user avatar
  • 3,219