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Homoscedasticity

From Encyclopedia of Mathematics
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A property of the dependence of one random variable on another, defined by the fact that the conditional variance is equal to a constant value (in the opposite case the dependence is known as heteroscedastic); this property is displayed by, say, the bivariate normal distribution.

How to Cite This Entry:
Homoscedasticity. O.V. Sarmanov (originator), Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Homoscedasticity&oldid=15945
This text originally appeared in Encyclopedia of Mathematics - ISBN 1402006098