ii) Expectation and Variance
• Fill the missing piece
– Relationships between Expectation and Variance
– Related mathematical proofs https://en.wikipedia.org/wiki/Variance
Confusion:
Expectation and
Variance
Relationship:
Var(X)=E[X-E(X)]2
=E[X-µ] 2
Proof:
Var(2X)=E[2X-E(2X)]2
= 4E[X-µ] 2
= 4Var(X)