Variance and standard deviation of a discrete random variable

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Example 7: Find the variance and standard deviation of the probability distribution. X P(x) 0 0.2 1 0.3 2 0.2 3 0.2 4 0.1

Transcript of Variance and standard deviation of a discrete random variable

Page 1: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.X P(x)0 0.21 0.32 0.23 0.24 0.1

Page 2: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.X P(x)0 0.21 0.32 0.23 0.24 0.1

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Page 3: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.X P(x)0 0.21 0.32 0.23 0.24 0.1

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

First find the mean.

Page 4: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.X P(x)0 0.21 0.32 0.23 0.24 0.1

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

First find the mean.

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]

Page 5: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.X P(x)0 0.21 0.32 0.23 0.24 0.1

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]Create a column of xβˆ™P(x)

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Page 6: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x)0 0.21 0.32 0.23 0.24 0.1

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]Create a column of xβˆ™P(x)

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Page 7: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x)0 0.2 0(0.2) = 01 0.32 0.23 0.24 0.1

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]Create a column of xβˆ™P(x)

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Page 8: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x)0 0.2 0(0.2) = 01 0.3 1(0.3) = 0.32 0.23 0.24 0.1

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]Create a column of xβˆ™P(x)

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Page 9: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x)0 0.2 0(0.2) = 01 0.3 1(0.3) = 0.32 0.2 2(0.2) = 0.43 0.24 0.1

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]Create a column of xβˆ™P(x)

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Page 10: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x)0 0.2 0(0.2) = 01 0.3 1(0.3) = 0.32 0.2 2(0.2) = 0.43 0.2 3(0.2) = 0.64 0.1

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]Create a column of xβˆ™P(x)

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Page 11: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x)0 0.2 0(0.2) = 01 0.3 1(0.3) = 0.32 0.2 2(0.2) = 0.43 0.2 3(0.2) = 0.64 0.1 4(0.1) = 0.4

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]Create a column of xβˆ™P(x)

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Page 12: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x)0 0.2 0(0.2) = 01 0.3 1(0.3) = 0.32 0.2 2(0.2) = 0.43 0.2 3(0.2) = 0.64 0.1 4(0.1) = 0.4

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]

Sum the column of xβˆ™P(x)

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Page 13: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x)0 0.2 0(0.2) = 01 0.3 1(0.3) = 0.32 0.2 2(0.2) = 0.43 0.2 3(0.2) = 0.64 0.1 4(0.1) = 0.4

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]

Sum the column of xβˆ™P(x)

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Page 14: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x)0 0.2 0(0.2) = 01 0.3 1(0.3) = 0.32 0.2 2(0.2) = 0.43 0.2 3(0.2) = 0.64 0.1 4(0.1) = 0.4

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Page 15: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x)0 0.2 0(0.2) = 01 0.3 1(0.3) = 0.32 0.2 2(0.2) = 0.43 0.2 3(0.2) = 0.64 0.1 4(0.1) = 0.4

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2

Page 16: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2

0 0.2 0(0.2) = 01 0.3 1(0.3) = 0.32 0.2 2(0.2) = 0.43 0.2 3(0.2) = 0.64 0.1 4(0.1) = 0.4

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2

Page 17: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2

0 0.2 0(0.2) = 0 02 = 01 0.3 1(0.3) = 0.32 0.2 2(0.2) = 0.43 0.2 3(0.2) = 0.64 0.1 4(0.1) = 0.4

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2

Page 18: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2

0 0.2 0(0.2) = 0 02 = 01 0.3 1(0.3) = 0.3 12 = 12 0.2 2(0.2) = 0.43 0.2 3(0.2) = 0.64 0.1 4(0.1) = 0.4

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2

Page 19: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2

0 0.2 0(0.2) = 0 02 = 01 0.3 1(0.3) = 0.3 12 = 12 0.2 2(0.2) = 0.4 22 = 43 0.2 3(0.2) = 0.64 0.1 4(0.1) = 0.4

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2

Page 20: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2

0 0.2 0(0.2) = 0 02 = 01 0.3 1(0.3) = 0.3 12 = 12 0.2 2(0.2) = 0.4 22 = 43 0.2 3(0.2) = 0.6 32 = 94 0.1 4(0.1) = 0.4

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2

Page 21: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2

0 0.2 0(0.2) = 0 02 = 01 0.3 1(0.3) = 0.3 12 = 12 0.2 2(0.2) = 0.4 22 = 43 0.2 3(0.2) = 0.6 32 = 94 0.1 4(0.1) = 0.4 42 = 16

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2

Page 22: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2

0 0.2 0(0.2) = 0 02 = 01 0.3 1(0.3) = 0.3 12 = 12 0.2 2(0.2) = 0.4 22 = 43 0.2 3(0.2) = 0.6 32 = 94 0.1 4(0.1) = 0.4 42 = 16

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2βˆ™P(x)

Page 23: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2 x2βˆ™P(x)0 0.2 0(0.2) = 0 02 = 01 0.3 1(0.3) = 0.3 12 = 12 0.2 2(0.2) = 0.4 22 = 43 0.2 3(0.2) = 0.6 32 = 94 0.1 4(0.1) = 0.4 42 = 16

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2βˆ™P(x)

Page 24: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2 x2βˆ™P(x)0 0.2 0(0.2) = 0 02 = 0 0(0.2) = 01 0.3 1(0.3) = 0.3 12 = 12 0.2 2(0.2) = 0.4 22 = 43 0.2 3(0.2) = 0.6 32 = 94 0.1 4(0.1) = 0.4 42 = 16

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2βˆ™P(x)

Page 25: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2 x2βˆ™P(x)0 0.2 0(0.2) = 0 02 = 0 0(0.2) = 01 0.3 1(0.3) = 0.3 12 = 1 1(0.3) = 0.32 0.2 2(0.2) = 0.4 22 = 43 0.2 3(0.2) = 0.6 32 = 94 0.1 4(0.1) = 0.4 42 = 16

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2βˆ™P(x)

Page 26: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2 x2βˆ™P(x)0 0.2 0(0.2) = 0 02 = 0 0(0.2) = 01 0.3 1(0.3) = 0.3 12 = 1 1(0.3) = 0.32 0.2 2(0.2) = 0.4 22 = 4 4(0.2) = 0.83 0.2 3(0.2) = 0.6 32 = 94 0.1 4(0.1) = 0.4 42 = 16

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2βˆ™P(x)

Page 27: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2 x2βˆ™P(x)0 0.2 0(0.2) = 0 02 = 0 0(0.2) = 01 0.3 1(0.3) = 0.3 12 = 1 1(0.3) = 0.32 0.2 2(0.2) = 0.4 22 = 4 4(0.2) = 0.83 0.2 3(0.2) = 0.6 32 = 9 9(0.2) = 1.84 0.1 4(0.1) = 0.4 42 = 16

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2βˆ™P(x)

Page 28: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2 x2βˆ™P(x)0 0.2 0(0.2) = 0 02 = 0 0(0.2) = 01 0.3 1(0.3) = 0.3 12 = 1 1(0.3) = 0.32 0.2 2(0.2) = 0.4 22 = 4 4(0.2) = 0.83 0.2 3(0.2) = 0.6 32 = 9 9(0.2) = 1.84 0.1 4(0.1) = 0.4 42 = 16 16(0.1) = 1.6

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Create a column of x2βˆ™P(x)

Page 29: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2 x2βˆ™P(x)0 0.2 0(0.2) = 0 02 = 0 0(0.2) = 01 0.3 1(0.3) = 0.3 12 = 1 1(0.3) = 0.32 0.2 2(0.2) = 0.4 22 = 4 4(0.2) = 0.83 0.2 3(0.2) = 0.6 32 = 9 9(0.2) = 1.84 0.1 4(0.1) = 0.4 42 = 16 16(0.1) = 1.6

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Sum the column of x2βˆ™P(x)

Page 30: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2 x2βˆ™P(x)0 0.2 0(0.2) = 0 02 = 0 0(0.2) = 01 0.3 1(0.3) = 0.3 12 = 1 1(0.3) = 0.32 0.2 2(0.2) = 0.4 22 = 4 4(0.2) = 0.83 0.2 3(0.2) = 0.6 32 = 9 9(0.2) = 1.84 0.1 4(0.1) = 0.4 42 = 16 16(0.1) = 1.6

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

𝜎 2=βˆ‘ [π‘₯2 βˆ™π‘ƒ (π‘₯ )]βˆ’πœ‡2

Sum the column of x2βˆ™P(x)Ξ£[x2βˆ™P(x)]=4.5

Page 31: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2 x2βˆ™P(x)0 0.2 0(0.2) = 0 02 = 0 0(0.2) = 01 0.3 1(0.3) = 0.3 12 = 1 1(0.3) = 0.32 0.2 2(0.2) = 0.4 22 = 4 4(0.2) = 0.83 0.2 3(0.2) = 0.6 32 = 9 9(0.2) = 1.84 0.1 4(0.1) = 0.4 42 = 16 16(0.1) = 1.6

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

4.5 – 1.72

1.61

Ξ£[x2βˆ™P(x)]=4.5

Variance

Page 32: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2 x2βˆ™P(x)0 0.2 0(0.2) = 0 02 = 0 0(0.2) = 01 0.3 1(0.3) = 0.3 12 = 1 1(0.3) = 0.32 0.2 2(0.2) = 0.4 22 = 4 4(0.2) = 0.83 0.2 3(0.2) = 0.6 32 = 9 9(0.2) = 1.84 0.1 4(0.1) = 0.4 42 = 16 16(0.1) = 1.6

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

4.5 – 1.72

1.61

Ξ£[x2βˆ™P(x)]=4.5

Variance

𝜎=√𝜎2

Page 33: Variance and standard deviation of a discrete random variable

Example 7: Find the variance and standard deviation of the probability distribution.

X P(x) xβˆ™P(x) x2 x2βˆ™P(x)0 0.2 0(0.2) = 0 02 = 0 0(0.2) = 01 0.3 1(0.3) = 0.3 12 = 1 1(0.3) = 0.32 0.2 2(0.2) = 0.4 22 = 4 4(0.2) = 0.83 0.2 3(0.2) = 0.6 32 = 9 9(0.2) = 1.84 0.1 4(0.1) = 0.4 42 = 16 16(0.1) = 1.6

πœ‡=βˆ‘ [π‘₯ βˆ™π‘ƒ (π‘₯ )]=1.7

Ξ£[xβˆ™P(x)]=1.7

4.5 – 1.72

1.61

Ξ£[x2βˆ™P(x)]=4.5

Variance

𝜎=√𝜎2=√1.61β‰ˆ1.27

Standard Deviation