Unformatted text preview: Express the variance of a rv in terms of its ﬁrst and second moments. Var( X ) = E [ X 2 ]-E [ X ] 2 . (3) Question 4. Express Var( aX + b ) in terms of Var( X ) and a and b . Var( aX + b ) = a 2 Var( X ) . (4) www.ece.drexel.edu/faculty/sweber 1 October 31, 2007...
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This note was uploaded on 04/05/2010 for the course ENGR 361 taught by Professor Eisenstein during the Spring '04 term at Drexel.
- Spring '04