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Unformatted text preview: h ( X )] in terms of long run averages. (5) Calculate Var( X ). (6) Calculate Var[ h ( X )]. Problem 2: For a discrete random variables X , (1) Prove E[ aX + b ] = a E[ X ] + b . (2) Prove Var[ aX + b ] = a 2 Var[ X ]. (3) Let = E[ X ] and 2 = Var[ X ]. Let Z = ( X ) / , calculate E[ Z ] and Var[ Z ]. (4) Prove Var[ X ] = E[ X 2 ]E[ X ] 2 . 1...
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This note was uploaded on 01/11/2011 for the course STAT 100A taught by Professor Wu during the Fall '10 term at UCLA.
 Fall '10
 Wu
 Probability

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