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heteroscedastic

/ ˌhɛtərəʊskɪdæsˈtɪsɪtɪ; ˌhɛtərəʊskɪˈdæstɪk /

adjective

  1. (of several distributions) having different variances
  2. (of a bivariate or multivariate distribution) not having any variable whose variance is the same for all values of the other or others
  3. (of a random variable) having different variances for different values of the others in a multivariate distribution

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Derived Forms

  • heteroscedasticity, noun

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Word History and Origins

Origin of heteroscedastic1

C20: from hetero- + scedastic, from Greek skedasis a scattering, dispersal

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