I learned to denote the variance of x x as σ2x σ x 2, and the covariance of x x and y y as σx,y σ x, y. The covariance of x x and x x is then σx,x σ x, x, but because that it just the variance of x x, I am told that …

So the mean deviation and the variance are measuring the same thing, yet variance requires squaring the difference. Why? Squaring always gives a non-negative value, but the absolute value is also a …

Jul 12, 2015 · The variance measures how far a set of numbers is spread out whereas the MSE measures the average of the squares of the "errors", that is, the difference between the estimator …

Feb 2, 2022 · Proof of the law of total variance Ask Question Asked 3 years, 11 months ago Modified 3 months ago

Consider a distribution with mean μ μ, variance σ2 σ 2, skewness γ γ and kurtosis κ κ (where all these moments are finite). † † Taking n n IID draws from this distribution and taking the variance of the …

May 26, 2015 · I'm not familiar with the equation input method, so I handwrite the proof. I'm using the variant of geometric distribution the same as @ndrizza. Therefore E [X]=1/p in this case. handwritten …

Jan 27, 2013 · This makes it possible to know what the variance is of the number of heads that result from tossing a coin $20000$ times (or of any other sum of i.i.d. random variables), and thus to use …

Apr 14, 2016 · 12 The square of an expectation is distinct from the expectation of a square; that's what variance is all about. Var(Z) =E(Z2) −E(Z)2 V a r (Z) = E (Z 2) E (Z) 2 And so the mean of the X …

Jan 26, 2017 · Expected Value and Variance of a Markov Chain Ask Question Asked 8 years, 11 months ago Modified 6 years, 5 months ago

If X is a random continuous variable, what is the mean and variance of X2 X 2? I'm not a math major and also using a non math-major book, and I can't understand the notation-heavy entry in wikipedia so go …