L9-S3-CRV- Mean, Variance, and Standard Deviation.pdf - CRV \u2013 Mean Variance and Standard Deviation Road Map Key Concepts \u2022 Expected Value of a CRV

L9-S3-CRV- Mean, Variance, and Standard Deviation.pdf - CRV...

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CRV – Mean, Variance, and Standard Deviation
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Road Map Key Concepts Expected Value of a CRV Variance of a CRV Standard Deviation of a CRV Readings Associated Chapter 7 (7.1, 7.2)
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Expected Value of a CRV Recall that the expected value of a DRV is given by 𝐸𝐸 𝑥𝑥 = 𝜇𝜇 = 𝑖𝑖=1 𝑛𝑛 𝑥𝑥 𝑖𝑖 𝑝𝑝 ( 𝑥𝑥 𝑖𝑖 ) To define the expect value of a CRV, replace the 𝑝𝑝 ( 𝑥𝑥 ) with 𝑓𝑓 𝑥𝑥 , and the summation with the integral. 𝐸𝐸 𝑥𝑥 = 𝜇𝜇 = −∞ 𝑥𝑥𝑓𝑓 𝑥𝑥 𝑑𝑑𝑥𝑥
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Variance of a CRV Recall that the variance of a DRV is given by
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  • Fall '17
  • Sheila Mammen

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