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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Conditional variance ： ウィキペディア英語版 Conditional variance 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== The conditional variance of a random variable ''Y'' given that the value of a random variable ''X'' takes the value ''x'' is :$\backslash operatorname(Y|X=x)\; =\; \backslash operatorname((Y\; -\; \backslash operatorname(Y\backslash mid\; X=x))^\backslash mid\; X=x),$ where E is the conditional expectation, i.e. the expectation operator with respect to the conditional distribution of ''Y'' given that the ''X'' takes the value ''x''. An alternative notation for this is :$\backslash operatorname\_(Y|x).$ The above may be stated in the alternative form that, based on the conditional distribution of ''Y'' given that the ''X'' takes the value ''x'', the conditional variance is the variance of this probability distribution. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Conditional variance」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.