Why is variance invariant with regards to translation?

1 Answer
Jul 16, 2016

Because the variance is calculated in terms of the deviations from the mean, which stays the same under a translation .

Explanation:

The variance is defined as the expectation value
E[(x-mu)^2] where mu is the mean value.

When the data set is translated, then all the data-points are shifted by the same amount

x_i -> x_i +a

The mean also shifts by the same amount

mu -> mu +a

so that the deviations from the mean stay the same :

x_i -mu -> (x_i +a) -(mu +a) = x_i -mu