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MeasuresVariance Method (Double, Double, Boolean)
Calculates the matrix Variance vector.

Namespace:  Accord.Statistics
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax
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public static double[] Variance(
	this double[][] matrix,
	double[] means,
	bool unbiased = true
)
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Parameters

matrix
Type: SystemDouble
A matrix whose variances will be calculated.
means
Type: SystemDouble
The mean vector containing already calculated means for each column of the matrix.
unbiased (Optional)
Type: SystemBoolean
Pass true to compute the sample variance; or pass false to compute the population variance. See remarks for more details.

Return Value

Type: Double
Returns a vector containing the variances of the given matrix.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type . When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
Remarks

Setting unbiased to true will make this method compute the variance σ² using the sample variance, which is an unbiased estimator of the true population variance. Setting this parameter to true will thus compute σ² using the following formula:

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                   N
σ² = 1 / (N - 1)  ∑   (x_i − μ)²
                   i=1

Setting unbiased to false will assume the given values already represent the whole population, and will compute the population variance using the formula:

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                   N
σ² =   (1 / N)    ∑   (x_i − μ)²
                   i=1
See Also