Index: The Book of Statistical ProofsGeneral TheoremsProbability theoryVariance ▷ Precision

Definition: The precision of a random variable $X$ is defined as the inverse of the variance, i.e. one divided by the expected value of the squared deviation from its expected value:

\[\label{eq:prec} \mathrm{Prec}(X) = \mathrm{Var}(X)^{-1} = \frac{1}{\mathrm{E}\left[ (X-\mathrm{E}(X))^2 \right]} \; .\]
 
Sources:

Metadata: ID: D145 | shortcut: prec | author: JoramSoch | date: 2020-04-21, 07:04.