Variance and Standard Deviation @Eigensteve
Variance and Standard Deviation  @Eigensteve
Uploaded June 2025 | Updated September 2026, 2 weeks ago
Variance and standard deviation measure the spread of a probability distribution, and are very useful quantities in probability and statistics.

This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company

%%% CHAPTERS %%%
00:00 Intro
03:00 Defining Variance
04:25 Deriving an Alternate Formulation
09:35 Example: Variance of a Gaussian
10:56 Exercise: Variance is Non-Negative
11:21 Variance of Independent Sums
12:24 Outro
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Steve Brunton |

Variance and Standard Deviation

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