Conditional variance: Difference between revisions

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In [[probability theory]] and [[statistics]], a '''conditional variance''' is the [[variance]] of a [[conditional probability distribution]]. Particularly in [[econometrics]], the conditional variance is also known as the ''[[scedastic function]]'' or ''skedastic function''. Conditional variances are important parts of [[ARCHautoregressive conditional heteroskedasticity]] (ARCH) models.

==Definition==