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Results tagged with variance
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user 13586
The expected squared deviation of a random variable from its mean; or, the average squared deviation of data about their mean.
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Approximation of the variance of the first order statistic (min) of normal random variates
I'm looking for a closed form approximation of the variance of the minimum order statistic for normal random variates. Can anyone point me to a reference, or an approximation? … I've seen the post about the approximate expected value of the min order statistic (Approximate order statistics for normal random variables), but I'm looking for the variance. Thanks! …
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