# Homoscedasticity

From Encyclopedia of Mathematics

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