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Means and Variances of RV

Means and Variances of RV. 7.2. Example. Find the expected value, or mean, of the probability distribution above:. Mean of a Discrete RV. Also called the expected value, what we would expect if we took many trials Suppose X is a discrete RV whose distribution is:

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Means and Variances of RV

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  1. Means and Variances of RV 7.2

  2. Example Find the expected value, or mean, of the probability distribution above:

  3. Mean of a Discrete RV • Also called the expected value, what we would expect if we took many trials • Suppose X is a discrete RV whose distribution is: Value of X x1 x2 x3 … xk Probability p1 p2 p3 … pk • The mean of X is found by: • µx= E(X) =

  4. Example cont. Find variance (σ2) of the probability distribution above. note: variance is the expected value of the squared deviations from the mean): Find the standard deviation (σ) note: variance is standard deviation squared:

  5. Variance of a Discrete RV • Suppose X is a discrete rv whose distribution is: Value of X x1 x2 x3 … xk Probability p1 p2 p3 … pk And that is the mean of X. The variance of X is: • The standard deviation σx of X is the square root of the variance.

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