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Central Tendencyhard
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A dataset contains nnn values. Let μ\muμ be the mean and σ2\sigma^2σ2 be the variance. If we define a new set of values yi=ln⁡(xi)y_i = \ln(x_i)yi​=ln(xi​) and assume the original values xix_ixi​ are very close to the mean μ\muμ, use the Taylor expansion of ln⁡(x)\ln(x)ln(x) around μ\muμ to estimate the variance of the log-transformed data, Var(Y)\text{Var}(Y)Var(Y).