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Math Help - Mean and variance of random variable distribution function F(z)

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    Mean and variance of random variable distribution function F(z)

    How do you find mean and variance of a random variable distribution function, F(z) and can someone give an example of this? Thanks.
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    Quote Originally Posted by noles2188 View Post
    How do you find mean and variance of a random variable distribution function, F(z) and can someone give an example of this? Thanks.
    The pdf is f(z) = dF/dz and from the pdf you get the mean and variance in the usal way.
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    I found the mean. How can I find the variance with this number?
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    Quote Originally Posted by noles2188 View Post
    I found the mean. How can I find the variance with this number?
    You should know:

    1. Var(X) = E(X^2) - [E(X)]^2

    2. How to calculate each of the above terms using a pdf.
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