noun
homoscedasticity
Technical term in statistics and mathematics referring to the property of a set of random variables where all variables have the same finite variance.
回帰分析では、誤差項の等分散性が仮定されることが多い。
In regression analysis, homoscedasticity of the error terms is often assumed.
等分散性が満たされない場合、標準誤差の推定に偏りが生じる。
If homoscedasticity is not satisfied, the estimation of standard errors becomes biased.
Refers to heteroscedasticity, the opposite property where variances are not equal across observations.
Compound of 等 (equal), 分散 (variance), and 性 (property). A direct calque of the English statistical term 'homoscedasticity'.