Difference between revisions of "Variance"
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(Created page with "Let $\mathbb{T} be a time scale. Let $X$ be a random variable with probability density function $f \colon \mathbb{T} \rightarrow \mathbb{R}$. Then the variance of $X$ ...") |
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| − | Let $\mathbb{T} be a [[time scale]]. Let $X$ be a random variable with [[probability density function]] $f \colon \mathbb{T} \rightarrow \mathbb{R}$. Then the variance of $X$ is defined by the formula | + | Let $\mathbb{T}$ be a [[time scale]]. Let $X$ be a random variable with [[probability density function]] $f \colon \mathbb{T} \rightarrow \mathbb{R}$. Then the variance of $X$ is defined by the formula |
$$\mathbb{V}ar_{\mathbb{T}}(X) = \dfrac{d^2 C_f}{dz^2}(0).$$ | $$\mathbb{V}ar_{\mathbb{T}}(X) = \dfrac{d^2 C_f}{dz^2}(0).$$ | ||
Revision as of 17:22, 23 November 2014
Let $\mathbb{T}$ be a time scale. Let $X$ be a random variable with probability density function $f \colon \mathbb{T} \rightarrow \mathbb{R}$. Then the variance of $X$ is defined by the formula $$\mathbb{V}ar_{\mathbb{T}}(X) = \dfrac{d^2 C_f}{dz^2}(0).$$
