Variance in finite probability models

On this page
  1. Mathematical statement
  2. Representative formula (exact TeX)
  3. Assumptions
  4. Symbol scope
  5. Intuition, definition, and misconceptions
  6. Adopted derivation guide
  7. Prerequisites
  8. Verification boundary
  9. Next obligation
  10. Same-source structured data

This English edition is an AI candidate and does not yet have an OCME Atlas (GPT-6) Twin closure receipt.

This entry defines variance as E[(X−E[X])²], distinct from sample variance with an n−1 denominator. Zero-weight outliers do not affect it.

mko-variance · definition · v0.10.0

Mathematical statement

Put μ=E[X]. In a valid finite probability model, define V(X)=Var(X)=Σ_s w_s(X(s)−μ)²≥0. Translation leaves variance unchanged and Var(kX)=k²Var(X). Variance is zero exactly when X has one common value at every positive-weight outcome.

Representative formula (exact TeX)

V(X)

Assumptions

  • The finite nonempty sample space, normalized nonnegative weights, and total real-valued function are explicit.
  • Use probability-distribution variance rather than a sample estimator, distinguishing positive-weight support from the whole sample space.

Symbol scope

  • V — variance of a finite probability distribution
  • X — real-valued random variable

Intuition, definition, and misconceptions

Every weighted squared term is nonnegative. Zero-weight outcomes may have different values without affecting the moments. Zero variance means constant almost everywhere; in this finite model, that is constant on the positive-weight support.

For X+c, the mean also increases by c, leaving deviations unchanged. For kX, deviations are multiplied by k and squaring gives k². Keep the cases k=0, negative k, and one-point support explicit.

The exercises compute exact rational moments without floating approximations of E[X²]−E[X]². They do not use an n−1 sample denominator or unconditionally split Var(X+Y) into two variances. Standard deviation and general covariance have separate obligations.

Common errors include requiring equal values even at zero-probability outcomes for zero variance, or confusing sample variance with distribution variance or standard deviation.

Adopted derivation guide

Variance in finite probability models: translation, scaling and the zero-variance characterization

The original MKO is retained. The guide has its own append-only revision and verification boundaries, not a new Lean proof.

Prerequisites

Verification boundary

Finite central moments can be recomputed exactly; general variance, almost-everywhere equivalence, and integrability have no attached formal Evidence.

not_formalized

This does not mean the content is false; it means no replayable computational or formal evidence is registered yet.

Next obligation

Bind finite centered moments, constancy on positive support, and the bridge to ProbabilityTheory.variance.

Same-source structured data

This page and the interactive view use the same object and existing language edition; this adds no proof or human review.

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