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Variance of function of random variable

Variance of function of random variable
  1. How do you find the variance of a function of a random variable?
  2. What is the variance of a random variable?
  3. What is the variance of a function?
  4. What is the variance of two random variables?

How do you find the variance of a function of a random variable?

For a discrete random variable the variance is calculated by summing the product of the square of the difference between the value of the random variable and the expected value, and the associated probability of the value of the random variable, taken over all of the values of the random variable.

What is the variance of a random variable?

In words, the variance of a random variable is the average of the squared deviations of the random variable from its mean (expected value). Notice that the variance of a random variable will result in a number with units squared, but the standard deviation will have the same units as the random variable.

What is the variance of a function?

In statistics, the variance function is a smooth function which depicts the variance of a random quantity as a function of its mean. The variance function is a measure of heteroscedasticity and plays a large role in many settings of statistical modelling.

What is the variance of two random variables?

Theorem: The variance of the sum of two random variables equals the sum of the variances of those random variables, plus two times their covariance: Var(X+Y)=Var(X)+Var(Y)+2Cov(X,Y). (1) Var(X)=E[(X−E(X))2].

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