The difference between Gaussian Noise variance (user defined) and MATLAB generated variance (using built-in function var)

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Ann Ngo
Ann Ngo 2018-7-16
回答： Dimitris Kalogiros 2018-7-18
I added Gaussian Noise (mean 0, variance 0.01) to a matrix of all zeros. The variance from using built-in function var is expected to be 0.01 as the noise addition. However, it is 0.0034. What is the difference / connection between these 2 variance values?

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Dimitris Kalogiros
Dimitris Kalogiros 2018-7-18
Dear Ann
Maybe you have using too litle data. For example , if you execute command var(randn(1,1000)) many consecutive time you will get different results that, also, differ from 1. But if you try var(randn(1,1E7)) , results tends to unity.
More over var(), has a flexible definition in matlab . Look at the following figure:
where "w" is a parameter of var() calling.
For more info , have a look at matlab help

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