The variance of a distribution measures spread by computing the expected value of the squared difference between each outcome and the mean; squaring makes the math nicer than using absolute values.

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Unidentified Speaker — But what is the Central Limit Theorem? [zeJD6dqJ5lo]

Evidence Quote

The idea there is to look at the difference between each possible value and the mean, square that difference, and ask for its expected value... Squaring it like this turns out to make the math much much nicer than if we did something like an absolute value

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But what is the Central Limit Theorem?3Blue1Brown
Created: 8/10/2026, 3:51:19 PM

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