Stats Problem about Expectations of Random Variables

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SUMMARY

The discussion focuses on finding the mean and variance of the standardized random variable Y, defined as Y = (X - u) / s, where X has a mean (u) and variance (s²). It is established that the mean of Y is 0, as it is a linear transformation of X. The variance of Y is calculated using the formula Var(aY) = a²Var(Y), leading to the conclusion that the variance of Y is 1, since the standard deviation (s) is normalized in the transformation.

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  • Understanding of random variables and their properties
  • Familiarity with the concepts of mean and variance
  • Knowledge of linear transformations in statistics
  • Basic proficiency in mathematical notation and equations
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  • Learn about the Central Limit Theorem and its implications
  • Explore the concept of standardization in statistics
  • Investigate the applications of variance in statistical modeling
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Students in statistics, data analysts, and anyone studying the behavior of random variables in probability theory.

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Homework Statement



Let X have mean u and variance s^2. Find the mean and the variance of Y=[(X-u)/s]

Homework Equations


The Mean is linear

The Attempt at a Solution


I thought to just plug in the mean of X anywhere i saw it in Y so mean of Y would be 0
and then for the variance I was kind of lost... Any suggestions?
 
Last edited:
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Remember

[tex] \begin{align*}<br /> E(aY+b) &= aE(Y)+ b\\<br /> Var(aY) & = a^2 Var(Y)<br /> \end{align*}[/tex]
 
Didn't know that second formula. Thanks for your help!
 

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