- #1
vptran84
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Hi,
Can someone please please show me why Var(x) = E[ x^2] - (E[X])^2.
I just don't get it. THanks in advance.
Can someone please please show me why Var(x) = E[ x^2] - (E[X])^2.
I just don't get it. THanks in advance.
vptran84 said:yeah i got that part, similar to distributive property, but where does variance come from? Like how did they get E[x^2]-(E[X])^2 ? How did they get E[x^2] and (E[X])^2 ??
So <x> = E(x). The denominator there, [tex]\int f(x)dx[/tex], always equals 1 because f is a probability density function. The definition of an expected value is just the numerator of that fraction.SpaceTiger said:[tex]<x>=\frac{\int xf(x)dx}{\int f(x)dx}=\int xP(x)dx[/tex]
BicycleTree said:So <x> = E(x). The denominator there, [tex]\int f(x)dx[/tex], always equals 1 because f is a probability density function. The definition of an expected value is just the numerator of that fraction.
BicycleTree said:So then what is <x>?
What's the difference between a distribution function and a density function?
vptran84 said:Hi,
Can someone please please show me why Var(x) = E[ x^2] - (E[X])^2.
I just don't get it. THanks in advance.![]()