Homoscedasticity vs. Heteroscedasticity



(statistics) A property of a set of random variables such that each variable has the same finite variance.


(statistics) The property of a series of random variables of not every variable having the same finite variance


In statistics, a sequence (or a vector) of random variables is homoscedastic if all its random variables have the same finite variance. This is also known as homogeneity of variance.


In statistics, a vector of random variables is heteroscedastic (or heteroskedastic; from Ancient Greek hetero and skedasis ) if the variability of the random disturbance is different across elements of the vector. Here, variability could be quantified by the variance or any other measure of statistical dispersion.

‘different’; ‘dispersion’;

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