Variance
Definition:
The variance or second central moment of a stochastic
process
at time
is defined as the expected value of
:
![]() |
(C.19) |
where
![$ p_{v(n)}(x)$](http://www.dsprelated.com/josimages_new/sasp2/img2655.png)
![$ v(n)$](http://www.dsprelated.com/josimages_new/sasp2/img1029.png)
For a stationary stochastic process
, the variance is given
by the expected value of
for any
.
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Sample Variance
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