Results 1 to 3 of 3

Math Help - Standardizing A Random Variable

  1. #1
    Member
    Joined
    May 2011
    Posts
    179
    Thanks
    6

    Standardizing A Random Variable

    Hello,

    To standardize a random variable that is normally distributed, it makes absolute sense to subtract the expected value, \mu, from each value that the random variable can assume--it shifts all of the values such that the expected value is centered at the origin. But how does dividing by the standard deviation play a role in the standardization of a random variable? That part is not as intuitive to me as is subtracting \mu.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Junior Member
    Joined
    Feb 2011
    Posts
    64
    Thanks
    1

    Re: Standardizing A Random Variable

    I am not sure if I got your question right.

    A standard normally distributed random variable has variance 1.

    Let us consider a r.v. Y with variance \sigma^2 and mean \mu.

    The r.v. \frac{1}{\sigma}( Y-\mu) is now standard normally distributed (since the expectation is linear). In order to get a variance of 1 we therefore have to divide by the standard deviation
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Newbie
    Joined
    Mar 2012
    Posts
    24

    Re: Standardizing A Random Variable

    Not wanting to create another topic for this, so I'm just going to throw the question out here.
    What's the actual unit of measurement that corresponds to a variable that's been standardized?
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 1
    Last Post: October 15th 2012, 11:37 PM
  2. exponential random variable with a random mean?
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: March 21st 2010, 03:05 PM
  3. Replies: 9
    Last Post: January 28th 2010, 08:26 AM
  4. Replies: 3
    Last Post: January 13th 2010, 11:44 AM

Search Tags


/mathhelpforum @mathhelpforum