Content deleted Content added
remove wikilink that redirects back to self |
adding simpler statement |
||
Line 1:
In [[probability theory]] and [[statistics]], a '''conditional variance''' is the [[variance]] of a [[conditional probability distribution]]. That is, it is the variance of a [[random variable]] given the value(s) of one or more other variables. 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==
| |||