Bernoulli Variance: Calculating Var[Xi] as a Function of p

Gekko
Messages
69
Reaction score
0

Homework Statement



Show how Var(Xi) depends on p writing it as a function \sigma^2(p)

The Attempt at a Solution



Var[Xi] = E[Xi^2] - E^2[Xi] = p-p^2 = p(1-p)

not sure where to go from here to get it in the form \sigma^2(p) ?
 
Physics news on Phys.org
Please clarify you question. In particular, what is "p"? The mean?

If I understand the rest, The standard deviation, \sigma is defined as the square root of the variance. The variance is \sigma^2.
 
p in this case is the probability of success. Xi is a Bernoulli random variable.

This is a standard Bernoulli question but I just don't understand what the question is asking when it says "writing it as a function sigma^2(p)". Does that mean calculate the variance of the probability? Surely not. In which case it must just be p(1-p)?
 
think about common function notation: when you write a function of x you use f(x). Since the variance in the binomial setting is a function of p, the corresponding way to write it is \sigma^2(p) - variance as a function of p. It looks awkward, but you're stuck with it.
 
I see. That makes sense. Thanks
 
Prove $$\int\limits_0^{\sqrt2/4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx = \frac{\pi^2}{8}.$$ Let $$I = \int\limits_0^{\sqrt 2 / 4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx. \tag{1}$$ The representation integral of ##\arcsin## is $$\arcsin u = \int\limits_{0}^{1} \frac{\mathrm dt}{\sqrt{1-t^2}}, \qquad 0 \leqslant u \leqslant 1.$$ Plugging identity above into ##(1)## with ##u...
Back
Top