Results 1 to 3 of 3

Math Help - Algebraic help needed studying variance

  1. #1
    Newbie
    Joined
    Apr 2009
    Posts
    4

    Algebraic help needed studying variance

    Hello, I am studying Variance for a binomial distribution and I am hoping if someone can help me understand where n^2 comes from.

    E(Y|P) =np V(Y|P)=npq

    V(Y) = E[V(Y|P)] + V[E(Y|P)]
    =E(npq) +V(np) = nE[p(1-P)] + n^2V(P)
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
    It looks like you're placing a distribution on P.
    But the n is fixed.
    If all you want is.... V(aX+b)=a^2V(X), well that's easy.

    The definition of variance is V(Y)=E\bigl((Y-\mu_y)^2\bigr).

    Let Y=aX+b, so \mu_Y=a\mu_X+b.

    Hence V(Y)=E(aX+b-(a\mu_x+b))^2=E(aX-a\mu_x)^2

    =E(a(X-\mu_x))^2=a^2E(X-\mu_x)^2=a^2V(X) .
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Newbie
    Joined
    Apr 2009
    Posts
    4
    Thank you, I saw a proof of this on the internet and your proof is slightly different giving me another angle.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 3
    Last Post: February 27th 2010, 02:06 PM
  2. What the heck am I studying?
    Posted in the Differential Geometry Forum
    Replies: 2
    Last Post: November 22nd 2009, 08:04 AM
  3. Studying for another test, please help.
    Posted in the Geometry Forum
    Replies: 5
    Last Post: November 9th 2009, 05:36 PM
  4. help needed computing variance
    Posted in the Statistics Forum
    Replies: 1
    Last Post: February 27th 2009, 09:44 AM

Search Tags


/mathhelpforum @mathhelpforum