Here you will learn mean square deviation formula and relation between mean square deviation and variance with example.
Let’s begin –
Mean Square Deviation Formula
The mean square deviation of a distribution is the mean of the square of deviations of variate from assumed mean. It is denoted by S2.
Hence S2 = ∑xi–a2n = ∑di2n (for ungrouped dist.)
S2 = ∑xi–a2N = ∑fidi2N (for frequency dist.), where di = xi–a
Relation between variance and mean square deviation
∵ σ2 = ∑fidi2N – (∑fidiN)2
⟹ σ2 = s2 – d2, where d = ˉx–a = ∑fidiN
⟹ s2 = σ2 + d2, ⟹ s2 ≥ σ2
Hence the variance is the minimum value of mean square deviation of a distribution.
Example : Find the variance of the following freq. dist.
class | 0 – 2 | 2 – 4 | 4 – 6 | 6 – 8 | 8 – 10 | 10 – 12 |
fi | 2 | 7 | 12 | 19 | 9 | 1 |
Solution : Let a = 7 and h = 2
class | xi | fi | ui = xi–ah | fiui | fiu2i |
0 – 2 | 1 | 2 | -3 | -6 | 18 |
2 – 4 | 3 | 7 | -2 | -14 | 28 |
4 – 6 | 5 | 12 | -1 | -12 | 12 |
6 – 8 | 7 | 19 | 0 | 0 | 0 |
8 – 10 | 9 | 9 | 1 | 9 | 9 |
10 – 12 | 11 | 1 | 2 | 2 | 4 |
N = 50 | ∑fiui = -21 | ∑fiu2i = 71 |
∵ σ2 = h2[∑fiui2n – (∑fiuin)2]
= 4[7150 – (−21502)]
= 4[1.42 – 0.1764] = 4.97
Mathematical Properties of Variance
(i) Var.(xi+p) = Var.(xi)
(ii) Var.(pxi) = p2Var.(xi)
(iii) Var(axi+b) = a2.Var(xi)
where p, a, b are constants.