Apr 17, 2007

math musings

The variance of a random variable X, denoted by Var(X), is given by

2 2 2
var(X) = E(X-u) = E(X) - [E(X)]




For a discrete random variable X,

E(X) = sum of P(X=x)

and

E(X^2) = sum of X^2 P(X=x)

Var(X) = E(X^2) - E(X)^2








This page totally cracked me up.

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