Difference between revisions of "Variance of uniform distribution"

From timescalewiki
Jump to: navigation, search
(Created page with "<div class="toccolours mw-collapsible mw-collapsed" style="width:800px"> <strong>Proposition:</strong> Let $X$ have the uniform distribu...")
 
 
Line 1: Line 1:
 
<div class="toccolours mw-collapsible mw-collapsed" style="width:800px">
 
<div class="toccolours mw-collapsible mw-collapsed" style="width:800px">
 
<strong>[[Variance of uniform distribution|Proposition]]:</strong> Let $X$ have the [[uniform distribution]] on $[a,b] \cap \mathbb{T}$. Then,
 
<strong>[[Variance of uniform distribution|Proposition]]:</strong> Let $X$ have the [[uniform distribution]] on $[a,b] \cap \mathbb{T}$. Then,
$$\mathbb{V}ar_{\mathbb{T}}(X)=2\dfrac{h_3(\sigma(b),0)-h_3(a,0)}{\sigma(b)-a}-\left( \dfrac{h_2(\sigma(b),a)}{\sigma(b)-a}+a \right)^2.$$
+
$$\mathrm{Var}_{\mathbb{T}}(X)=2\dfrac{h_3(\sigma(b),0)-h_3(a,0)}{\sigma(b)-a}-\left( \dfrac{h_2(\sigma(b),a)}{\sigma(b)-a}+a \right)^2.$$
 
<div class="mw-collapsible-content">
 
<div class="mw-collapsible-content">
 
<strong>Proof:</strong> █  
 
<strong>Proof:</strong> █  
 
</div>
 
</div>
 
</div>
 
</div>

Latest revision as of 22:00, 14 April 2015

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

Proof: