mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...

and its applications, the mean square is normally defined as the

arithmetic mean In mathematics and statistics, the arithmetic mean ( ) or arithmetic average, or just the '' mean'' or the ''average'' (when the context is clear), is the sum of a collection of numbers divided by the count of numbers in the collection. The co ...

of the squares of a

set Set, The Set, SET or SETS may refer to: Science, technology, and mathematics Mathematics *Set (mathematics), a collection of elements *Category of sets, the category whose objects and morphisms are sets and total functions, respectively Electro ...

of numbers or of a

random variable A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the po ...

. It may also be defined as the arithmetic mean of the squares of the '' deviations'' between a set of numbers and a reference value (e.g., may be a

mean There are several kinds of mean in mathematics, especially in statistics. Each mean serves to summarize a given group of data, often to better understand the overall value ( magnitude and sign) of a given data set. For a data set, the '' ar ...

or an assumed mean of the data), in which case it may be known as '' mean square deviation''. When the reference value is the assumed true value, the result is known as ''

mean squared error In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average of the squares of the errors—that is, the average squared difference between ...

''. A typical estimate for the

sample variance In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its population mean or sample mean. Variance is a measure of dispersion, meaning it is a measure of how far a set of numbe ...

from a set of sample values

x_i

uses a divisor of the number of values minus one, ''n-1'', rather than ''n'' as in a simple

quadratic mean In mathematics and its applications, the root mean square of a set of numbers x_i (abbreviated as RMS, or rms and denoted in formulas as either x_\mathrm or \mathrm_x) is defined as the square root of the mean square (the arithmetic mean of the ...

, and this is still called the "mean square" (e.g. in

analysis of variance Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures (such as the "variation" among and between groups) used to analyze the differences among means. ANOVA was developed by the statistician ...

): :

s^2=\textstyle\frac\sum(x_i-\bar)^2

The second

moment Moment or Moments may refer to: * Present time Music * The Moments, American R&B vocal group Albums * ''Moment'' (Dark Tranquillity album), 2020 * ''Moment'' (Speed album), 1998 * ''Moments'' (Darude album) * ''Moments'' (Christine Guldbrand ...

of a random variable,

E(X^)

is also called the mean square. The

square root In mathematics, a square root of a number is a number such that ; in other words, a number whose '' square'' (the result of multiplying the number by itself, or  ⋅ ) is . For example, 4 and −4 are square roots of 16, because . ...

of a mean square is known as the

root mean square In mathematics and its applications, the root mean square of a set of numbers x_i (abbreviated as RMS, or rms and denoted in formulas as either x_\mathrm or \mathrm_x) is defined as the square root of the mean square (the arithmetic mean of the ...

(RMS or rms), and can be used as an estimate of the

standard deviation In statistics, the standard deviation is a measure of the amount of variation or dispersion of a set of values. A low standard deviation indicates that the values tend to be close to the mean (also called the expected value) of the set, whil ...

of a random variable.

References

{{math-stub Means