Variance of uniform distribution

From timescalewiki
Revision as of 21:49, 14 April 2015 by Tom (talk | contribs) (Created page with "<div class="toccolours mw-collapsible mw-collapsed" style="width:800px"> <strong>Proposition:</strong> Let $X$ have the uniform distribu...")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to: navigation, search

Proposition: Let $X$ have the uniform distribution on $[a,b] \cap \mathbb{T}$. Then, $$\mathbb{V}ar_{\mathbb{T}}(X)=2\dfrac{h_3(\sigma(b),0)-h_3(a,0)}{\sigma(b)-a}-\left( \dfrac{h_2(\sigma(b),a)}{\sigma(b)-a}+a \right)^2.$$

Proof: