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Proof of variance for functions of variable

  1. Feb 24, 2012 #1
    http://bildr.no/view/1115383

    i wonder if anyone could explain the proof for theorem 4.3 i have understood definition 4.3
     
  2. jcsd
  3. Feb 24, 2012 #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.
     
  4. Feb 24, 2012 #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
     
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