Q6 Solutions

Q6 Solutions - Express the variance of a rv in terms of its...

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Steven Weber Dept. of ECE Drexel University ENGR 361: Statistical Analysis of Engineering Systems (Fall, 2007) Quiz 6 Solutions (Wednesday, October 31) Question 1. State the linearity property of expected values. E [ aX + b ] = a E [ X ] + b. (1) Question 2. State the definition of the variance of a rv. Var( X ) = E [( X - E [ X ]) 2 ] . (2) Question 3.
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Unformatted text preview: Express the variance of a rv in terms of its rst 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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