Results 1 to 2 of 2

Math Help - random variable

  1. #1
    Banned
    Joined
    Apr 2009
    Posts
    27

    random variable

    Let \mu and \sigma^{2} denote the mean and variance of the random variable X. Determine E[\frac{(X-\mu)}{\sigma}] and E{[\frac{(X-\mu)}{\sigma}]^{2}}.Thank you for your help.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Moo
    Moo is offline
    A Cute Angle Moo's Avatar
    Joined
    Mar 2008
    From
    P(I'm here)=1/3, P(I'm there)=t+1/3
    Posts
    5,618
    Thanks
    6
    Hello,
    Quote Originally Posted by laser View Post
    Let \mu and \sigma^{2} denote the mean and variance of the random variable X. Determine E[\frac{(X-\mu)}{\sigma}] and E{[\frac{(X-\mu)}{\sigma}]^{2}}.Thank you for your help.
    Remember this : \mathbb{E}(aX+b)=a\mathbb{E}(X)+b


    For the second one, by seeing your latex code, I guess you actually meant :
    \mathbb{E}\left(\left[\frac{(X-\mu)}{\sigma}\right]^2\right)

    Note that, by definition of the variance, it equals \text{Var}\left(\frac{(X-\mu)}{\sigma}\right)+\left(\mathbb{E}\left(\frac{(  X-\mu)}{\sigma}\right)\right)^2

    And remember that \text{Var}(aX+b)=a^2 \text{Var}(X)



    You should know have all the necessary stuff for answering your questions
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 1
    Last Post: October 15th 2012, 10:37 PM
  2. exponential random variable with a random mean?
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: March 21st 2010, 02:05 PM
  3. Replies: 9
    Last Post: January 28th 2010, 07:26 AM
  4. Replies: 3
    Last Post: January 13th 2010, 10:44 AM
  5. Mean of random variable
    Posted in the Advanced Statistics Forum
    Replies: 4
    Last Post: March 31st 2008, 08:42 PM

Search Tags


/mathhelpforum @mathhelpforum