Expectation and Standard Deviation(SD)

In summary, the conversation discusses the relationship between two stochastic variables, X1 and X2, where X1 is less than or equal to X2. The question is whether this relationship also holds for the expected value and standard deviation of the variables. After discussing definitions and examples, it is concluded that while E[X1] is always less than or equal to E[X2], the same cannot be said for SD[X1] and SD[X2]. It is suggested to consider different distributions and definitions of stochastic variables to fully understand the relationship.
  • #1
helix999
32
0
Hi

I have a question.

Let X1 & X2 be stochastic variables and X1<=X2, then can we say E[X1]<=E[X2] or SD[X1]<=SD[X2]? why or why not?

Looking forward to some reply

Thanks!
 
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  • #2
what do you think?

and by X1 <=X2, does this mean every outcome of X1 is <= every outcome of X2?
 
  • #3
yeah, the given condition is for every outcome.
I think E[x1]<=E[x2] but no idea abt std deviation. i don't know if i am correct.
 
  • #4
helix999 said:
I think E[x1]<=E[x2]

Could you prove it?


helix999 said:
but no idea abt std deviation. i don't know if i am correct.

If you think that the relation does not always hold for standard deviation, could you perhaps find variables X and Y for which this is the case?
 
  • #5
its always a good place to start at the defintions (either discrete or continuous will work)

from the definitions, E[X1]<= E[X2] shoudl be obvious


for the standard deviation, building on clamtrox's argument, it might help to consider the dsicrete variable pdf:
P(X2= x2) = 1, if x2 = b
P(X2= x2) = 0, otherwise
whats the standard deviation of this "random" variable?
 
  • #6
consider X1 and X2 with distributions
[tex]
\begin{tabular}{l c c c c c}
x & 10 & 20 & 30 & 40 & 50 \\
p(x) & .80 & .1 & .07 & .02 & .01\\
\end{tabular}
 
  • #7
lanedance said:
its always a good place to start at the defintions (either discrete or continuous will work)

from the definitions, E[X1]<= E[X2] shoudl be obvious


for the standard deviation, building on clamtrox's argument, it might help to consider the dsicrete variable pdf:
P(X2= x2) = 1, if x2 = b
P(X2= x2) = 0, otherwise
whats the standard deviation of this "random" variable?

zero.
 
  • #8
yep... just to show for a random variabe the SD, can be quite separate from the mean... hopefully you can thnk of a RV with all lesser outcomes, but non-zero SD

though i hope i haven't simplified too much, what exactly do you mean by a stochastic variable here...?
 
Last edited:
  • #9
statdad said:
consider X1 and X2 with distributions
[tex]
\begin{tabular}{l c c c c c}
x & 10 & 20 & 30 & 40 & 50 \\
p(x) & .80 & .1 & .07 & .02 & .01\\
\end{tabular}

ok i got the examples when SD[x1]<=SD[x2]. But when SD[x1>=Sd[x2]?
 

Related to Expectation and Standard Deviation(SD)

1. What is the difference between expectation and standard deviation?

Expectation, also known as the mean, is a measure of the central tendency of a dataset. It represents the average value of the data. Standard deviation, on the other hand, is a measure of the spread of the data. It tells us how much the data deviate from the mean.

2. How do you calculate expectation and standard deviation?

To calculate the expectation, you add up all the data values and divide by the total number of values. To calculate the standard deviation, you first find the mean, then subtract the mean from each data value, square the differences, add them up, divide by the total number of values, and finally take the square root of the result.

3. Why are expectation and standard deviation important in statistics?

Expectation and standard deviation are important because they help us understand the characteristics of a dataset. The expectation gives us a general idea of the dataset's central value, while the standard deviation tells us how much the data values vary from the mean. These measures are used to make predictions and draw conclusions about a population based on a sample.

4. How does changing the data values affect expectation and standard deviation?

Changing the data values can affect the expectation and standard deviation in different ways. If the data values are increased or decreased by a constant value, then the expectation and standard deviation will also increase or decrease by the same value. If the data values are multiplied or divided by a constant, then the expectation will also be multiplied or divided by the same constant, but the standard deviation will be multiplied or divided by the absolute value of the constant.

5. Can expectation and standard deviation be negative?

No, expectation and standard deviation cannot be negative. The expectation represents the average value of the data, so it must be positive or zero. The standard deviation represents the spread of the data, and it cannot be negative because it is calculated by squaring the differences between each data value and the mean. However, it is possible to have a negative standard deviation in certain situations, such as when dealing with financial data or when using a biased estimator for the standard deviation calculation.

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