Part of ALG-08 — Statistics: Mean, Variance & Standard Deviation

Variance of Standard Sequences

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Variance of first n natural numbers {1,2,...,n} = n2112\frac{n^2-1}{12}. Derivation: Mean = n+12\frac{n+1}{2}, sum of squares = n(n+1)2n+16\frac{2n+1}{6}, Var = n(n+1)2n+1(6n)\frac{2n+1}{(6n)} - [n+12\frac{n+1}{2}]^2 = n2112\frac{n^2-1}{12}. For an AP with first term a, common difference d, n terms: Var = d2d^2*n2112\frac{n^2-1}{12}. The variance depends only on d and n, not on a (since shifting by 'a' doesn't change variance).

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