# Homoscedasticity

In

statistics, a sequence or a vector of

random variables is

**homoscedastic** if all random variables in the sequence or vector have the same finite

variance.
The converse is called

heteroscedasticity. The assumption of homoscedasticity
simplifies mathematical and computational treatment and may lead to good estimation results (e.g. in

data mining) even if the assumption is not true.

(In Britain, it is sometimes spelled *homoskedastic*. It is an exception to the rule that American spellings are usually more faithful to the etymologies than British spellings.)