Closed stgn closed 5 years ago
This calculates Var(X) = E(X²) - E(X)² instead of what I assume isn't a correct way of calculating variance since it includes means of other windows besides the current one.
Var(X) = E(X²) - E(X)²
Thanks
This calculates
Var(X) = E(X²) - E(X)²
instead of what I assume isn't a correct way of calculating variance since it includes means of other windows besides the current one.