MATH 226 - 10.29.07

MATH 226 - 10.29.07 - X n ) = a + a 1 EX 1 + + a n EX n If...

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MATH 226 – October 29, 2007 Functions of random variables o Two variables are independent if the measurement for one does not depend on the measurement for the other one for the same object o Theorem Let X ij ,…, X n be random variables and a 0 , a 1 , …, a n be constants E(a 0 + a 1 X 1 +…+a n
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Unformatted text preview: X n ) = a + a 1 EX 1 + + a n EX n If x 1 , , x n are independent then the Variance is: Var(a + a 1 X 1 + + a n X n ) = a 1 2 Var(x 1 ) + + a n 2 Var(x n ) Taylor Series o f(x) ~ f(a) + f(a)(x-a) + (f(a)/2!)(x-a) 2 + o...
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