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

Derived Forms

• heteroscedasticity, noun

Word History and Origins

Origin of heteroscedastic¹

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