Proof of variance for functions of variable

In summary, variance for functions of a variable is a measure of how much the values of a function vary from the mean value, and it is important to prove this in order to verify calculations and make accurate predictions. The variance of a function of a variable is calculated by taking the squared differences between data points and the mean, and standard deviation is simply the square root of the variance. This proof is applicable in various real-world situations, including statistical analysis, finance, and scientific research.
  • #1
georg gill
153
6
http://bildr.no/view/1115383

i wonder if anyone could explain the proof for theorem 4.3 i have understood definition 4.3
 
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  • #2
Hi Georg.
I don't know which is definition 4.1, but it doesn't matter.
If you take definition 4.3 and apply it to the random variable Y=g(X), you'll get it.
 
  • #3
http://bildr.no/view/1115856

above is definition 4.1. In the first link that they have forgot to square the variance that appears after the text:

"It follows from Definition 4.3 that.." ?

If they would have done that I would have understood the theorem 4.3 and its proof
 

1. What is the definition of variance for functions of a variable?

Variance for functions of a variable is a measure of how much the values of a function vary from the mean value. It is a way to quantify the spread of a function's values around the average.

2. Why is it important to prove the variance for functions of a variable?

Proving the variance for functions of a variable is important because it allows us to verify the accuracy of our calculations and ensure that we have a true understanding of the variability of the function's values. It also helps us make predictions and draw conclusions based on the data.

3. How is the variance of a function of a variable calculated?

The variance of a function of a variable is calculated by taking the difference between each data point and the mean of the function's values, squaring those differences, and then taking the average of the squared differences.

4. What is the relationship between variance and standard deviation for functions of a variable?

Variance and standard deviation are closely related, as standard deviation is simply the square root of the variance. They both measure the spread of a function's values, with variance being a more raw measure and standard deviation being a more commonly used and easily interpretable measure.

5. How does the proof of variance for functions of a variable apply to real-world situations?

The proof of variance for functions of a variable is used in many real-world situations, such as in statistical analysis, finance, and scientific research. It allows us to understand and interpret data, make predictions, and draw conclusions about the variability of a function's values in the real world.

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