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Unformatted text preview: E(X). x f ( x ) x f ( x ) 10 0.2 11 0.4 12 0.3 13 0.1 E(X) = X = x x f x all ) ( b) Find the variance of X, Var(X). x f ( x ) ( x X ) ( x X ) 2 f ( x ) 10 0.2 11 0.4 12 0.3 13 0.1 Var(X) = 2 X = ( ) x x f x all 2 X ) ( = E [ X  X ] 2 x f ( x ) x 2 f ( x ) 10 0.2 11 0.4 12 0.3 13 0.1 Var(X) = 2 X = [ ] 2 all 2 E(X) ) ( x x f x = E ( X 2 ) [ E(X) ] 2 c) Find the standard deviation of X, SD(X). SD(X) = X = 2 X E ( g (X) ) = x x f x g all ) ( ) ( E ( a X + b ) = a E ( X ). + b . Var ( a X + b ) = a 2 Var ( X ). SD ( a X + b ) =  a  SD ( X ). 3. Suppose E(X) = 7, SD(X) = 3. a) Y = 2 X + 3. Find E(Y) and SD(Y). b) W = 5 2 X. Find E(W) and SD(W). 4. Suppose a discrete random variable X has the following probability distribution: P( X = 0 ) = e 2, P( X = k ) = ! 2 1 k k , k = 1, 2, 3, a) Find E ( X ). b) Find Var ( X )....
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This note was uploaded on 02/24/2011 for the course STAT 400 taught by Professor Kim during the Spring '08 term at University of Illinois, Urbana Champaign.
 Spring '08
 Kim

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