heteroscedasticity

noun

: the property of having unequal or differing statistical variances (see variance sense 5) compare homoscedasticity

Word History

Etymology

heteroscedastic "having unequal or differing statistical variances" (from hetero- + Greek skedastós "that may be dispersed, divisible," verbal adjective of skedánnȳmi, skedánnȳnai "to disperse, scatter, shatter"—of uncertain origin—-ic entry 1 + ) + -ity

Note: The term was introduced, along with homoscedastic, by the English statistician Karl Pearson (1857-1936) in "On the general theory of skew correlation and non-linear regression," Drapers' Company Research Memoirs (Biometric Series), no. 2 (1905), p. 22. Greek skedánnȳmi (with a sigma-less variant kedánnȳmi) has been compared with a number of words, both within Greek and outside it. The present skedánnȳmi may have been an Attic innovation based on an aorist eskédasa "(s/he) scattered"; beside this full-grade form there is a presumed zero-grade skídnamai "be dispersed/scattered" and skídnēmi "disperse." Lexikon der indogermanischen Verben attributes these to an Indo-European base *(s)kedh2- "break up, disperse," with zero-grade and a nasal infix in Avestan sciṇdaiieti "(s/he) breaks, destroys," and full-grade in Tocharian B śtasta "(you) have strewn," mediopassive ktā[n]te "they scattered." R. Beekes (Etymological Dictionary of Greek) adduces some deverbal derivatives with -r-, as Armenian šert "chip, piece of wood" (if from *sked-ri-), Latvian skadrs "easily split," as well as English scatter entry 1 (see also shatter entry 1). The entire complex of words is to some degree sound-symbolic; compare with a similar sense the etymon *skei̯d- "split, separate" —see shed entry 1.

First Known Use

1905, in the meaning defined above

Time Traveler
The first known use of heteroscedasticity was in 1905

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Cite this Entry

“Heteroscedasticity.” Merriam-Webster.com Dictionary, Merriam-Webster, https://www.merriam-webster.com/dictionary/heteroscedasticity. Accessed 31 Aug. 2026.

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