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Line 1: 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 [[autoregressive conditional heteroskedasticity]] (ARCH) models. ==Definition==

Conditional variance: Difference between revisions