Probability , expectation, variance, cross-term vani

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SUMMARY

The discussion focuses on the mathematical proof involving the variance of a variable ##s_i## with a probability distribution ##w(s_i)##. The goal is to demonstrate that the sum of expectations, ##\sum\limits_{i\neq j} <\Delta s_i> < \Delta s_j> =0##, holds true. The key point is that the expectation ##<\Delta s_i>## simplifies to zero, as shown by the integral ##<\Delta s_i> =\int ds_i w(s_i)(s_i-)=0##, confirming that the terms cancel out due to the properties of expectation and variance.

PREREQUISITES
  • Understanding of probability distributions, specifically ##w(s_i)##.
  • Knowledge of variance calculations, including the formula ##(\Delta(s_i))^2 = <(s-)^2> = - ^2##.
  • Familiarity with the concept of expectation in statistics, denoted by ##< >##.
  • Basic integration techniques in calculus, particularly with respect to probability density functions.
NEXT STEPS
  • Study the properties of variance and expectation in probability theory.
  • Learn about the implications of the integral of a probability distribution function.
  • Explore advanced topics in statistical mechanics related to variance and expectation.
  • Investigate the relationship between covariance and correlation in probability distributions.
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Students and researchers in statistics, mathematics, and physics who are dealing with probability distributions, variance, and expectation calculations.

binbagsss
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Homework Statement



I have a variable ##s_i## with probability distribution ##w(s_i)##
##(\Delta(s_i))^2## denotes the variance ##=<(s-<s>)^2>=<s^2>-<s>^2##
I want to show ## \sum\limits_{i\neq j} <\Delta s_i> < \Delta s_j> =0 ##

where ## < > ## denote expectation

My book has:

## <\Delta s_i> =\int ds_i w(s_i)(s_i-<s_i>)=0##

I don't really understand this so the first term gives ##<s_i>## that's fine which would obviously cancel with a ##<s_i>## but isn't the second term ##E(<s_i>)## not ##<s_i>## so how do they cancel?

Many thanks in advance.

Homework Equations


see above

The Attempt at a Solution


[/B]
I don't really understand this so the first term gives ##<s_i>## that's fine which would obviously cancel with a ##<s_i>## but isn't the second term ##E(<s_i>)## not ##<s_i>## so how do they cancel?

Many thanks in advance.
 
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binbagsss said:

Homework Statement



I have a variable ##s_i## with probability distribution ##w(s_i)##
##(\Delta(s_i))^2## denotes the variance ##=<(s-<s>)^2>=<s^2>-<s>^2##
I want to show ## \sum\limits_{i\neq j} <\Delta s_i> < \Delta s_j> =0 ##

where ## < > ## denote expectation

My book has:

## <\Delta s_i> =\int ds_i w(s_i)(s_i-<s_i>)=0##

I don't really understand this so the first term gives ##<s_i>## that's fine which would obviously cancel with a ##<s_i>## but isn't the second term ##E(<s_i>)## not ##<s_i>## so how do they cancel?

Many thanks in advance.

Homework Equations


see above

The Attempt at a Solution


[/B]
I don't really understand this so the first term gives ##<s_i>## that's fine which would obviously cancel with a ##<s_i>## but isn't the second term ##E(<s_i>)## not ##<s_i>## so how do they cancel?

Many thanks in advance.

##\langle s_i \rangle## is just a number, so ##\int w(s_i) \langle s_i \rangle \, ds_i = \langle s_i \rangle \int w(s_i) \, ds_i##, and that last integral equals 1.
 
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