This quantity, which is given by the second cumulant, is the same across repeated samples if a variable is homoscedastic.
The Breusch-Pagan test determines whether this quantity is constant across observations. Peter Whittle derived an extension of one bound on this quantity that applies to wide-sense stationary time series. That result bounds this quantity below by the negative reciprocal of the expected second derivative of the log-likelihood. This quantity is greater than or equal to the reciprocal of the Fisher information according to the (*) Cramer-Rao bound. This quantity, which is given by the second cumulant, is the same across repeated samples if a variable is homoscedastic. This quantity equals the mean of the square minus the square of the mean. Its "sample" version has an n Â– 1 in the denominator where its "population" version has an n. For 10 points, identify this quantity that is the square of the standard deviation and measures the amount of spread in a data sample.
The Breusch-Pagan test determines whether this quantity is constant across observations.
variance