Statistics 2nd ed

variance

Students

For Students: How to Use statisticstextbook.com

A simple guide for starting, studying in order, and reviewing.

Audience: Pre-college and high school students

1. What This Site Is

statisticstextbook.com is a free, page-by-page statistics textbook. You can read it in order like a print book, or use it as a reference when you need help with a topic.

Most students do best by moving from the foundations (data, variability, probability) into core tests (t-tests and ANOVA), and then into modern topics (resampling, big data, and an introduction to machine learning).

2. How to Use This Textbook

  1. Start with the first lesson.
  2. Follow the Next / Previous links. Each lesson ends with navigation links so you can keep the correct order without guessing what comes next.
  3. Keep a small “definitions” page in your notes. Write down the meaning of key terms (mean, variance, standard deviation, probability, distribution) as you encounter them.
  4. For each test, practice three skills. (1) what the question is, (2) the computation, (3) the interpretation in words.
  5. Use the review pages when you get stuck.

3. Reading the Math

Formulas are displayed with MathJax so they stay clear on different screens. If a formula looks unfamiliar, read it slowly and connect each symbol to a meaning in words.

4. Why This Format Helps

  • Clear sequence: lessons build from basic ideas to core tests.
  • Readable math: formulas render cleanly across devices.
  • Study-friendly: minimal distractions and no sign-in required.
  • Open access: free to use for learning and review.

5. Summary

Use the textbook in order if you are learning statistics for the first time, and use it as a reference when you need a quick explanation or a worked example. If you study steadily and keep your own notes of definitions and interpretations, the material becomes much easier over time.

© 2025. This page uses MathJax with LaTeX delimiters \(…\) and \[…\] in Drupal Full HTML.

Appendix 8 — Glossary of Key Terms

Mean (average)
Sum of all scores divided by number of scores.
Example: (6 + 8 + 10) / 3 = 8.

Median
Middle score when data are ordered.
Example: For [5, 7, 8], median = 7.

Mode
Most frequent score.
Example: For [2, 3, 3, 5], mode = 3.

Variance (s²)
Average squared deviation from the mean.

Standard Deviation (s)
Square root of variance. Spread of scores around the mean.

Standard Error of the Mean (SEM)
How much sample means vary.
Formula: $$SEM = \frac{s}{\sqrt{n}}$$

t-test
Compares two means.

ANOVA (F-test)
Compares three or more means.

Post Hoc Test
Used after ANOVA to find which groups differ.

Correlation (r)
Strength and direction of a linear relationship. Range: –1 to +1.

Regression
Equation that predicts Y from X.
Example: $$\hat{Y} = a + bX$$

Chi-square (χ²)
Test for categorical data (counts).

Degrees of Freedom (df)
Independent pieces of information in a test.

p-value
Probability of getting the observed result (or more extreme) if the null hypothesis is true.


📱 QR: Interactive glossary (search symbols, formulas, definitions)

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Appendix 2 — Math Review for Statistics

Algebra refresher video (scan for a quick math warm-up)

A quick refresher on the math you’ll need in this book.


Order of Operations (PEMDAS)

  • Parentheses → Exponents → Multiplication/Division → Addition/Subtraction
  • Example:
    $$3 + 2 \times (4^2) = 3 + 2 \times 16 = 35$$

Fractions and Division

  • Example:
    $$\frac{24}{6} = 4$$

Square Roots

  • Example:
    $$\sqrt{9} = 3$$
  • Example:
    $$\sqrt{\frac{16}{4}} = \sqrt{4} = 2$$

Summation Notation (Σ)

  • Means “add them up.”
  • Example:
    $$\Sigma X = 2+5+7 = 14$$
  • Example:
    $$\Sigma (X-\bar{X})^2 = (2-4)^2 + (5-4)^2 + (7-4)^2 = 4+1+9 = 14$$

Exponents and Squares

  • $$x^2 = x \times x$$
  • Example:
    $$5^2 = 25$$

Mini Example: Variance and Standard Deviation

Data: 6, 8, 10

  1. Mean:
    $$\bar{X} = \frac{6+8+10}{3} = 8$$
  2. Deviations: –2, 0, +2
  3. Squared deviations: 4, 0, 4
  4. Variance:
    $$\frac{8}{2} = 4$$
  5. Standard deviation:
    $$\sqrt{4} = 2$$

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Appendix 1 — Symbols and Notation (Cheat Sheet)

Symbols and Notation

A quick reference to the symbols used in this book.

SymbolMeaningExample
$$\Sigma$$Summation (add them up)$$\Sigma X = 2+4+6=12$$
$$\bar{X}$$Sample mean$$\bar{X} = \tfrac{12}{3} = 4$$
$$\mu$$Population mean“The true average of all scores”
$$s$$Sample standard deviationSpread of quiz scores
$$\sigma$$Population standard deviationSpread of SAT scores
$$df$$Degrees of freedom$$df = n-1 = 29$$ if $$n=30$$
$$t$$t-test statisticCompare two group means
$$F$$ANOVA statisticCompare 3+ group means
$$r$$Pearson correlationStrength of linear relationship
$$R^2$$Coefficient of determinationProportion of variance explained
$$\chi^2$$Chi-square statisticCompare observed vs. expected counts
$$p$$Probability value“p < 0.05” → significant result

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Lecture 3 — Variance & Standard Deviation

variability

The mean tells us the “typical” score. But how tightly do scores cluster around the mean? Do they spread widely, or are they close together?

To answer, we measure variability. Two key measures are the variance and the standard deviation.


Variance

Variance is the average squared distance of scores from the mean.

Symbolic formula:
$$s^2 = \frac{\sum (X - \bar{X})^2}{n - 1}$$

Formula in words:
$$\text{Variance} = \frac{\text{sum of squared deviations from the mean}}{\text{number of scores} - 1}$$

Where:

  • $$s^2$$ = variance
  • $$X$$ = each score
  • $$\bar{X}$$ = mean
  • $$n$$ = number of scores

Standard Deviation

The standard deviation is the square root of the variance. It puts variability back into the same units as the data.

Symbolic formula:
$$s = \sqrt{\frac{\sum (X - \bar{X})^2}{n - 1}}$$

Formula in words:
$$\text{Standard deviation} = \sqrt{\frac{\text{sum of squared deviations from the mean}}{\text{number of scores} - 1}}$$


Example

Data: 6, 8, 10

  • Mean = 8
  • Deviations: –2, 0, 2
  • Squared deviations: 4, 0, 4
  • Sum = 8

Variance:
$$s^2 = \frac{8}{3-1} = 4$$

Standard deviation:
$$s = \sqrt{4} = 2$$

So, on average, scores are 2 units away from the mean.


Definition

  • Variance: average squared distance from the mean.
  • Standard Deviation: square root of variance; typical distance from the mean.

Visuals

Figure L3.1 — Variability Around the Mean. Dot plot of scores with the mean marked, vertical lines for deviations, and shaded boxes for squared deviations.


Why This Matters

Two sets of scores can have the same mean but very different spreads.
Variance and standard deviation give us the language to describe spread, and they are the building blocks for t-tests, ANOVA, and all inferential statistics.

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Lesson 3 — Variance & Standard Deviation

variability around the mean

After finding the mean, the next question is: How much do the scores vary around that mean?
Variation tells us whether data are tightly clustered or widely spread. Two common measures are the variance and the standard deviation.


Variance and standard deviation - formal level

Variance and standard deviation - intuitive level

Variance

Variance is the average squared distance of each score from the mean.

Symbolic formula:
$$s^2 = \frac{\sum (X - \bar{X})^2}{n - 1}$$

Formula in words:
$$\text{Variance} = \frac{\text{sum of squared deviations from the mean}}{\text{number of scores} - 1}$$

Where:

  • $$s^2$$ = variance
  • $$X$$ = each score
  • $$\bar{X}$$ = mean
  • $$n$$ = number of scores

Example: Data: 6, 8, 10

  • Mean = 8
  • Deviations: (6–8) = –2, (8–8) = 0, (10–8) = 2
  • Squared deviations: 4, 0, 4
  • Sum = 8

Variance = $$\tfrac{8}{3-1} = 4$$


Standard Deviation

The standard deviation is the square root of the variance.

Symbolic formula:
$$s = \sqrt{\frac{\sum (X - \bar{X})^2}{n - 1}}$$

Formula in words:
$$\text{Standard deviation} = \sqrt{\frac{\text{sum of squared deviations from the mean}}{\text{number of scores} - 1}}$$

Example continued:
Variance = 4 → Standard deviation = $$\sqrt{4} = 2$$

So, on average, scores are about 2 units away from the mean.


Definition

  • Variance: average squared distance from the mean.
  • Standard Deviation: square root of variance; typical distance from the mean.

Visuals

Figure 3.1 — Variability Around the Mean. A dot plot of scores with the mean marked, vertical lines showing deviations, and shaded boxes for squared deviations.


Why This Matters

Two sets of data can have the same mean but very different spreads.
Variance and standard deviation give us the language to describe that spread.
They are the foundation for most inferential tests in statistics.

Practice self-test quiz

In the space below, please find practice problems and self-test quizzes. For full access, please signup free.