Variance Definition and 357 Threads

  1. C

    Variations of the Variance Formula

    The variance is denoted by σ^{2} It is calculated with this equation: σ^{2}=\frac{\sum^{N}_{i=1}(Xi-μ)^{2}}{N} Which makes sense. To calculate the average (deviation from the mean)^2 you need to sum up the (deviations from the mean)^2 and then divided by the number of deviations. The reason...
  2. Y

    MHB Finding the 3rd Number to Keep Variance Unchanged

    Hello I have a problem solving this question... to the numbers 0 and 2, we want to add a 3rd number, such that the variance won't change. What is the 3rd number ? (when I say variance I mean dividing by n, not by n-1) thanks !
  3. V

    Product of random variable with Unif dist and its variance

    First of, I apologize for the vague title, I didn't know how to summarize this issue. Homework Statement Suppose that the interest rate obtained in month i is a random variable Ri with the uniform distribution on [0.01, 0.03], where R1,R2, . . . are independent. A capital of 1 unit...
  4. Y

    MHB Help Solve Variance Question with 80 Students

    Hello, Any help with this one would be appreciated. In a college 80 students are taking the exam in the spring semester. Their grades has a mean and standard deviation. In the summer semester, k additional students are being tested. All k students get grades which are equal to the average...
  5. S

    Fortran Creating a distribution with specific mean and variance in FORTRAN 90

    Hi, I'm trying to create a normal distribution with mean 0.5 and variance 0.05. I tried it initially with MATLAB, for which I used newdist=0.5+(randn(1,1000)*sqrt(0.05)); Could you please help me in doing this in FORTRAN 90? Would generating a sequence using RANDOM_NUMBER and using the...
  6. Biosyn

    Alternative formula for variance problem

    Homework Statement Which of the following formulas represents the variance of the data set {x1,x2,x3,...,x10}? (μ denotes the mean of the data set) Here is a photo that I took of the problem for better understanding. http://i.imgur.com/PqEKajx.jpg?1?7734 I understand why the answer I chose...
  7. T

    Help with Variance Homework - Find Mean & Probability

    Homework Statement For every bike that comes into a repair shop there is a 0.1 probability that a wheel will need replacing. The shop always has 3 wheels in stock. X is the number of bikes that can be repaired before the wheels run out. I need to figure out the mean and variance of X...
  8. W

    Expected Value and Variance Question

    Does μx mean the same thing as E[X]? Also, does σ2x mean the same thing as Var X?
  9. nukeman

    How do you calculate the Grand Variance?

    Homework Statement Im working on this data set, and I can't get the "Grand Variance" calculated correctly, driving me nutz! So, its 3 groups of data. Group 1 mean = 2.20 group 2 mean = 3.20 group 3 mean = 5 Group 1 variance = 1.70 Group 2 variance = 1.70 Group 3 variance = 2.50 Now, it...
  10. DiracPool

    Is The Solar System Scale Invariant? A Thought Experiment

    Just a thought experiment. Imagine you made scale models of the sun and the planets with the relational standard of measure being a sun the size of a basketball. Now assume that the sun and the planets were all built to scale with the appropriate diameters, densities and masses of the actual 8...
  11. P

    Expected value and variance of a conditional pdf (I think I have it)

    Homework Statement Suppose the distribution of X2 conditional on X1=x1 is N(x1,x12), and that the marginal distribution of X1 is U(0,1). Find the mean and variance of X2. Homework Equations Theorem: E(X_{2})=E_{1}(E_{2|1}(X_{2}|X_{1}))...
  12. W

    MATLAB Estimating the variance of eigenvalues of sample covariance matrices in Matlab

    I am trying to investigate the statistical variance of the eigenvalues of sample covariance matrices using Matlab. To clarify, each sample covariance matrix, \hat{\mathbb{R}}_{nn}, is constructed from a finite number, N, of vector snapshots, each sized (L_{vec} \times 1) (afflicted with random...
  13. S

    Moment generating function to calculate the mean and variance

    I attached a pdf. The questions are not really what is stumping me. Its the wording of the question I don't understand. When it says, "Assume that 0 < λ < 1. Note that your answers will be in terms of the constant λ." and "Assume that λ > 0. Note that your answers will be in terms of the...
  14. C

    Probability with expectation and variance

    A robot arm solders a component on a motherboard. The arm has small tiny errors when locating the correct place on the board. This exercise tries to determine the magnitude of the error so that we know the physical limitations for the size of the component connections. Let us say that the...
  15. L

    Variance of Continous Random Variable

    I have the continuous random variable Y, defined such that: Y=3X+2 and the PDF of x is zero everywhere but: f(x)=\frac{1}{4}e^{\frac{-x}{4}}, x>0 I correctly got the mean like so: \mu=E(h(x))=\int^{\infty}_{0} h(x)f(x) and evaluated it to be 10. I am unsure as to how I go about...
  16. DiracPool

    Survey: Scale IN Variance in Physics Education

    Hello, I consider myself an up-and-comer theoretical physicist (although getting a bit of a late start), and there's something that continues to trouble me about the way physics is taught both professionally and popularly, and I want to survey how others feel about the issue. The issue is the...
  17. Z

    Sig fig or decimal places for variance?

    Homework Statement Calculate variance of 34.1, 35.6, 35.8, 34.3, 32.9, 33.7 Homework Equations The Attempt at a Solution A set of numbers: 34.1, 35.6, 35.8, 34.3, 32.9, 33.7 I have calculated the variance to be = 0.208 Would it be better to quote to three sig fig as I...
  18. S

    Calculating variance of a single statistic from different collections of data

    Let's assume there's a magical ball that bounces once every .5 seconds, and that there was a specific machine designed to calculate the rate of the ball's bounce (with error). After performing numerous readings of the ball's bounce using this machine, you have a collection of values describing...
  19. S

    Variance of a summation of Gaussians

    Homework Statement I am trying to follow a step in the textbook but I don't understand. var\left(\frac{1}{N}\sum_{n=0}^{N-1}w[n]\right)\\ =\frac{1}{N^2}\sum_{n=0}^{N-1}var(w[n]) where w[n] is a Gaussian random variable with mean = 0 and variance = 1 Homework Equations Var(X) =...
  20. X

    Quantum Mechanics: Harmonic Oscillator Variance.

    Homework Statement The problem wants me to calculate (Δx)^2 and (Δp)^2 to find the uncertainty principle. Delta x is the variance and the problem gives the formula as.. Δx= <n|x^{2}|n>-<n|x|n>^{2}Homework Equations x=\sqrt{\frac{\hbar}{2m \omega}}(A^{-}+A^{+}) Where A+ and A- are the raising...
  21. P

    Excluding mean in variance calculation

    I'm reading a finance book in which the author proposes to exclude the mean when calculating the variance of returns, because he thinks it's difficult to distinguish the drift of the price from the variance of that time series. So he basically calculates the sample variance like this...
  22. S

    Hi,I was looking at the way variance is calcullated. Let us say V

    Hi, I was looking at the way variance is calcullated. Let us say V represents variance, then V = average of the sum of squares of the difference between Xi and the mean (μ) What I do not understand is why square the difference? By squaring are we not magnifying the difference by many...
  23. C

    Calculating the mean and variance from a moment generating function

    Homework Statement Assume that X is squared-Chi-distributed, which means that the moment generating function is given by: m(t)=(1-2t)^{-k/2} Use the mgf to find E(X) and var(X) The Attempt at a Solution I know that m'(0)=E(X), and m''(0)=var(X). So I find...
  24. N

    How much variance in my p-value

    So l have a nuclear counting system which follows a poisson distribution. I have taken 5 data sets consisting of 30 counts each and l have used them in a chi squared gof test to see if they follow a poisson distribution. For each data set my p-value has been changing. Initially it was 0.5 then...
  25. J

    Algebra, two-sample t-statistic, variance

    Could some help with a question? Any hints or directions on how to approach would be greatly appreciate it. The question: http://s12.postimage.org/kvtyiacuj/question.png Thanks!
  26. J

    Mean and Variance of first hitting (entrance, passage) time

    Let Pr(X_{i} = +1) =\frac{2}{3} = 1 - Pr(X_{i} = -1) , and S_{n} = \sum{X_{i}}, For each k≥1, define T_{k}\ =\ min \left\{n≥1: S_{n} = k \right\}. Calculate E[T_k], and Var[T_k]. 2. Homework Equations E[T_k] = \sum_{n=1}^{n=∞}{n Pr(T_k = n)} , and E[T_k]^2 = \sum_{n=1}^{n=∞}{n^2 Pr(T_k...
  27. D

    Minimum variance unbiased estimator

    Homework Statement Let \bar{X}1 and \bar{X}2 be the means of two independent samples of sizes n and 2n from an infinite population that has mean μ and variance σ^2 > 0. For what value of w is w\bar{X}1 + (1 - w)\bar{X}2 the minimum variance unbiased estimator of μ? (a) 0 (b) 1/3 (c) 1/2 (d) 2/3...
  28. O

    Variance of binomial distribution - 1 trial

    Homework Statement For n trials, S_n can be seen as the sum of n independent single trials X_i, i = 1,2,...,n, with \mathbb{E}[X_i]=p and Var[X_i]=p(1-p).2. What I don't understand I don't understand why Var[X_i]=p(1-p). We know that: Var[X_i]=\mathbb{E}[(X_i - \mathbb{E}[X_i])^2] =...
  29. S

    Estimating Variance of Normal distribution.

    Suppose we have a normal distribution and a sample of n values from the normal distribution. To estimate the variance we can use the standard sample variance formula ( average squared distance from the mean divided by either n ( biased estimator ) or n-1 ( unbiased estimator ) ). There is...
  30. H

    MHB V: Understanding the Calculation of Variance for a Given CDF

    I already have the full solution to this so I'm not looking for an answer, I am hoping to get an explanation of certain parts that are unclear. Question: A random variable X has the following CDF: f(x) =\left\{ \begin{array}{lr} 0& x<0\\ \frac{x^2-2x+2}{2} & 1 \le x < 2 \\ 1 & x \ge 2...
  31. W

    How Do You Solve for Conditional Variance with a Given Joint Distribution?

    I am working on studying for a probability exam and I just came across conditional variance, but I can't find anything in my materials for how to solve it. If I want to find the conditional variance of Y given that X=x, or Var[Y|X=x], how would I solve it? I am given a continuous distribution...
  32. W

    How do I solve for conditional variance in a continuous distribution?

    I am working on studying for a probability exam and I just came across conditional variance, but I can't find anything in my materials for how to solve it. If I want to find the conditional variance of Y given that X=x, or Var[Y|X=x], how would I solve it? I am given a continuous distribution...
  33. F

    Kurtosis/4th central moment in terms of mean and variance

    Hi All, Is it possible to express the kurtosis \kappa, or the 4th central moment \mu_4, of a random variable X in terms of its mean \mu = E(X) and variance \sigma^2 = Var(X) only, without having to particularize to any distribution? I mean, an expression like \kappa = f(\mu, \sigma^2) or \mu_4...
  34. P

    Variance of White Noise: How Can It Have Infinite Power?

    Hi, I have a pretty simple question which I thought I do not need to make a topic about, but Google is actually not helping, which is surprising. So here it goes: How can white noise have infinite power if its variance is finite? As far as I am aware, the following is always valid for a...
  35. O

    MHB Solving Minimization Problem Involving Variance & Covariance

    Hello Everyone! What $b$ minimizes $E[(X-b)^2]$ where $b$ is some constant, isn't it $b=E[X]$? Is it right to go about the proof as follows: $E[(X-b)^2] = E[(X^2+b^2-2bX)] = E[X^2] + E[b^2]-2bE[X]$, but $E[b] = b$, we differentiate with respect to $b$ and set to zero, we obtain that $b=E[X]$...
  36. N

    (weak) Law of Large Numbers and variance

    Sorry it's my first time posting so I am not sure if latex works here... I have been trying to understand the proof of WLLN using Chebychev's inequalities, and here are my problems: I know for the Strong Law of Large Numbers, if n→∞, Ʃ(1 to n) σi ^2 / i^2 < ∞ => SLLN is satisfied...
  37. R

    ARMA forecasting - forecast error variance

    Hi I've got an ARMA model, and I am struggling to theoretically quantify the benefit of using it to generate forecasts for various lead times, compared to using the mean level of the process. I think the ratio of variance of forecast error using ARMA to variance of forecast error using the mean...
  38. T

    Calculate the Variance of a Linear Combination

    Homework Statement I want to calculate the variance of a linear combination (b1, b2, b3, b4, b5, b6). I know what the variance equation is but I'm not sure if I have expanded it right. Homework Equations http://en.wikipedia.org/wiki/Variance The Attempt at a Solution Var(b1, b2, b3, b4...
  39. R

    Show how the variance decrease as degrees of freedom/sample size get bigger

    Homework Statement Homework Equations The Attempt at a Solution I'm confused actually how to go about this. Sounds very simple, but when i do what they suggest, 'first, find the variance of (n-1)s2/σ2 i get larger variances rather than smaller, which makes no sense. should...
  40. V

    Replacement of Squaring in Variance Equation: Benefits?

    The variance equation basically sums up all the distances between each data value and the mean of the set. The interesting thing is that each distance and squared for a reason that I believe is to make the distance positive, but why don't the statisticians just take the absolute value of each...
  41. R

    Variance of a weighted population

    Homework Statement Homework Equations The Attempt at a Solution Was able to get the population mean of 5.3 with 4*.2 + 5*.4 + 6*.3 + 7*.1 But for some reason I'm drawing blank for the variance (which i guess is .81)
  42. D

    Variance of the sum of random independent variables

    Homework Statement let x_{i} be a random variable, and let y_{j} = \sum x_{i}. The variance of the random distribution of the x_{i}'s is known, and each y is the sum of an equal amount of x_{i}'s, say N of them. How do I compute the variance of y in terms of \sigma^2_{x} and N? Homework...
  43. L

    Variance between two parallel plate capacitors

    I have performed the Millikan oil drop experiment, but after a acquiring data for 14 drops it was impossible to collect anymore data because the drops would keep moving out of view under the influence of an electric field. The thing is I made sure that everything was as level as possible and I...
  44. R

    Find the Mean and Variance of Random Variable Z = (5x+3)

    Homework Statement Find the Mean and Variance of Random Variable Z = (5x+3) Using data set:Using: & The Attempt at a Solution
  45. M

    Sample mean variance and division by (n-1)

    Hi. i wonder how come one doesn't divide with (n-1) when finding the sample mean variance. Homework Equations Shouldn't I divide with n -1 since it is samples i am dealing with? The Attempt at a Solution I don't really have any idea as to why the book uses n. I have googled but...
  46. G

    Proof of variance for functions of variable

    http://bildr.no/view/1115383 i wonder if anyone could explain the proof for theorem 4.3 i have understood definition 4.3
  47. M

    Estimating Drift & Variance for Random Walk With Drift: Help Needed

    Hello there, I am wondering if somebody could help in an issue far from my expertise. I have some data which is reasonable to conjecture could be modeled with a random walk with drift. I am struggling though to understand how to estimate from the empriic data the most likely drift and...
  48. D

    Vector difference metric that considers the variance of the components

    I am trying to match little square patches in an image. You can imagine that these patches have been "vectorized" in that the values are reordered consistently into a 1D array. At first glance, it seems reasonable to simply do a Euclidean distance style comparison of two of these arrays to get a...
  49. S

    Natural definition for variance?

    Homework Statement I'm trying to find a natural definition for V[X|Y], but I'm not sure what a natural definition is. Any help?
  50. B

    Calculating mean and variance of probability

    Homework Statement Given a 30% failure rate, what is the mean number of students who fail, and what is the variance? There are 8 students in the course. Homework Equations I think these are the correct equations: Mean = Probability * Number of students Variance = Sum from i=1 to 8 of...
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