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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.
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Constrained mean variance optimization
I have some numbers $X={x_1,x_2,...,x_n}$. I add some small numbers to them and get $Y={y_1,y_2,...,y_n}$ where $y_i=x_i+\epsilon_i$. How can I find $Z={z_1,z_2,...,z_n}$ to minimize $\sum_{i=1}^n(z_i …