Variance, Standard Deviation, and Coefficient of Variation

Free SOA Exam P (Probability) lesson in Univariate Random Variables. 15 min read, ~2,297 words.

Variance shortcut:, always compute pieces separately. Scaling rule:, constant drops out, coefficient squares. CV =: dimensionless, invariant to positive scaling. Exponential: CV = 1 always. Poisson: mean = variance =. Uniform:. Chebyshev: at least of probability within SDs, distribution-free.

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