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Topic 4.14Math AI HL16 flashcards

E(X), Var(X) & estimators (HL only)

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Card 1 of 164.14.1
4.14.1
Question

How do you find E(X) for a discrete RV?

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All Flashcards in Topic 4.14

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4.14.18 cards

Card 1formula
Question

How do you find E(X) for a discrete RV?

Answer

Multiply each value by its probability and add them: E(X) = Σ x·P(X = x). It's the long-run average.

Card 2formula
Question

Formula for Var(X) of a discrete RV?

Answer

Var(X) = E(X²) − [E(X)]² — the mean of the squares minus the square of the mean. SD = √Var(X).

Card 3concept
Question

Does E(X) have to be a value X can take?

Answer

No — e.g. the expected number of heads in one flip is 0.5, even though you only ever see 0 or 1.

Card 4formula
Question

What is E(aX + b)?

Answer

aE(X) + b — the scale multiplies and the shift b is added on.

Card 5formula
Question

What is Var(aX + b)?

Answer

a²Var(X). The shift b drops out completely; the scale a enters SQUARED.

Card 6formula
Question

What is SD(aX + b)?

Answer

|a|·SD(X). The standard deviation multiplies by |a| and is unaffected by the shift b.

Card 7concept
Question

Why does +b vanish from the variance?

Answer

Adding a constant slides every value equally, so the gaps between values (the spread) are unchanged.

Card 8concept
Question

On a GDC, how do you get E(X) and SD from a probability table?

Answer

Enter values in L1 and probabilities in L2, run 1-Var Stats with L1 as data and L2 as frequencies: x̄ = E(X), σ = SD.

4.14.28 cards

Card 9formula
Question

For independent X and Y, what is E(X + Y) and E(X − Y)?

Answer

E(X + Y) = E(X) + E(Y); E(X − Y) = E(X) − E(Y). Means take the sign.

Card 10formula
Question

For independent X and Y, what is Var(X ± Y)?

Answer

Var(X + Y) = Var(X − Y) = Var(X) + Var(Y). Variances ALWAYS add, even for a difference.

Card 11concept
Question

Can you add standard deviations to combine spreads?

Answer

No — add the VARIANCES (square the SDs), then square-root: SD(X±Y) = √(SD(X)² + SD(Y)²).

Card 12formula
Question

Sum of n independent copies of X (mean μ, variance σ²): mean and variance?

Answer

Mean = nμ; Variance = nσ² (so SD = σ√n).

Card 13concept
Question

Difference between Var(nX) and Var(X₁+…+Xₙ)?

Answer

Var(nX) = n²σ² (one copy scaled up); Var(sum of n independent copies) = nσ² (separate items partly cancel).

Card 14concept
Question

What is the unbiased estimate of the population mean?

Answer

The sample mean x̄ — it's unbiased as is.

Card 15formula
Question

What is the unbiased estimate of the population variance?

Answer

sₙ₋₁² = Σ(x − x̄)²/(n − 1) — divide by n − 1, the GDC's Sx² (not σx² which uses ÷n).

Card 16formula
Question

Relationship between sₙ₋₁² and the biased sₙ²?

Answer

sₙ₋₁² = [n/(n − 1)]·sₙ² — scale the biased variance up by n/(n − 1).

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