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Published byMoses Parks Modified over 9 years ago
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X = 2*Bin(300,1/2) – 300 E[X] = 0
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Y = 2*Bin(30,1/2) – 30 E[Y] = 0
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Z = 4*Bin(10,1/4) – 10 E[Z] = 0
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W = 0 E[W] = 0
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Is there a good parameter that allow to distinguish between these distributions? Is there a way to measure the spread?
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The variance of X, denoted by Var(X) is the mean squared deviation of X from its expected value = E(X): Var(X) = E[(X- ) 2 ]. The standard deviation of X, denoted by SD(X) is the square root of the variance of X.
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Proof: E[ (X- ) 2 ] = E[X 2 – 2 X + 2 ] E[ (X- ) 2 ] = E[X 2 ] – 2 E[X] + 2 E[ (X- ) 2 ] = E[X 2 ] – 2 2 + 2 E[ (X- ) 2 ] = E[X 2 ] – E[X] 2 Claim: Var(X) = E[(X- ) 2 ].
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1.Claim: Var(X) >= 0. Pf: Var(X) = (x- ) 2 P(X=x) >= 0 2.Claim: Var(X) = 0 iff P[X= ] = 1.
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Theorem: X is random variable on sample space S, and P(X=r) it’s probability distribution. Then for any positive real number r: (proof in book) In words: the probability of finding a value of X farther away from the mean than r is smaller than the variance divided by r^2. r
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What is the probability that with 100 Bernoulli trials we find more than 89 or less than 11 successes when the prob. of success is ½. X counts number of successes. EX=100 x ½ =50 V(X) = 100 x ½ x ½ = 25. P(|X-50|>=40)<=25/40^2 = 1/64
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“k standard deviations”
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Letbe random variables that for
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,
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What is the probability of getting 25 or fewer heads in 100 coin tosses?
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