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c059741
NotesMath AI HLTopic 4.14Combining variables & estimators
Back to Math AI HL Topics
4.14.22 min read

Combining variables & estimators (Math AI HL)

IB Mathematics: Applications and Interpretation • Unit 4

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Contents

  • Adding & subtracting independent variables
  • Sums of n copies, and unbiased estimators
Means combine; variances always add: Pack a box: its mass is the box plus the contents, two separate random quantities. What's the mean and spread of the total?

The means just combine: E(X + Y) = E(X) + E(Y), and for a difference E(X − Y) = E(X) − E(Y).

The surprise is the spread. When X and Y are independent, the variances ADD — even for a difference: Var(X + Y) = Var(X) + Var(Y) and Var(X − Y) = Var(X) + Var(Y). Two sources of randomness both add uncertainty, whether you're combining or comparing them, so you never subtract variances.
Independent X, Y: means take the sign; variances always add (even for −).
Don't add the standard deviations: It's the variances that add, not the standard deviations. To combine spreads you must square the SDs first, add, then square-root:

SD(X ± Y) = √(SD(X)² + SD(Y)²).

Adding the SDs directly is the single most common error in these questions. And this whole rule needs the variables to be independent — if they influence each other, it doesn't apply.

IB-style question — total mass of a packed box

An empty box has mass with mean 200 g and standard deviation 6 g. Independently, its contents have mean 850 g and standard deviation 15 g.

Find the mean and standard deviation of the total mass of a packed box.

Step by step

  1. Means add directly.
  2. Variances add (square each SD first).
  3. Standard deviation is the square root.

Final answer

Mean 1050 g, standard deviation ≈ 16.2 g. Notice 16.2 is less than 6 + 15 = 21 — adding the SDs would overstate the spread.

IB-style question — a difference of two times

An old commute time has mean 40 min, SD 5 min; a new route has mean 32 min, SD 4 min, independent of the old.

Find the mean and standard deviation of the time saved, D = old − new.

Step by step

  1. Mean of the difference subtracts.
  2. Variances still ADD, even though we subtracted the means.
  3. Standard deviation.

Final answer

On average the new route saves 8 minutes, with SD ≈ 6.4 min. The spread of the saving is larger than either route's alone because both uncertainties pile in.

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Adding n copies vs scaling one copy: Buy a bag of n separate apples, each with mean μ and variance σ². The bag's total is X₁ + X₂ + … + Xₙ of independent copies, so:

E(total) = nμ and Var(total) = nσ², giving SD = σ√n.

This is not the same as weighing one apple and multiplying by n. There, nX is a single variable scaled up, so Var(nX) = n²σ² (much bigger). Six different apples partly cancel each other's randomness; one apple counted six times doesn't. The variances add (n·σ²) only when the copies are genuinely separate and independent.
Sum of n independent copies: mean nμ, variance nσ² (SD = σ√n).

IB-style question — a bag of apples

Apples have mass with mean 110 g and standard deviation 8 g, and apples are independent of one another. A bag holds 6 apples.

Find the mean and standard deviation of the total mass of the bag.

Step by step

  1. Mean of the total: n times the single mean.
  2. Variance of the total: n times the single variance (NOT n²).
  3. Standard deviation = σ√n.

Final answer

Mean 660 g, SD ≈ 19.6 g. (Scaling one apple by 6 would wrongly give SD = 6 × 8 = 48 g — far too big.)

Estimating a population from a sample: We rarely know the true population mean μ or variance σ² — we estimate them from a sample. An estimator is unbiased if, averaged over all possible samples, it lands on the true value.

The sample mean x̄ is an unbiased estimate of μ — straightforward.

For the variance there's a catch. Dividing the squared deviations by n underestimates σ² (the data hugs its own mean too closely). Dividing by n − 1 corrects this. So the unbiased estimate is sₙ₋₁² = Σ(x − x̄)² / (n − 1) — the value your GDC labels Sx² (with Sx the unbiased SD).
Unbiased estimates: x̄ for the mean; the n−1 divisor (Sx²) for the variance.

IB-style question — unbiased estimate from data

A sample of 5 reaction times (seconds) is recorded: 4, 7, 5, 9, 5.

Find an unbiased estimate of the population mean and of the population variance.

Step by step

  1. Unbiased mean = the sample mean.
  2. Sum the squared deviations from x̄ = 6.
  3. Divide by n − 1 = 4 (NOT 5) for the unbiased variance.

Final answer

Unbiased mean estimate = 6 s; unbiased variance estimate = 4 s² (so estimated SD = 2 s). On a GDC this is Sx² — dividing by 5 would give the biased 3.2 and lose marks.

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X and Y are independent with E(X) = 10, E(Y) = 4, Var(X) = 9, Var(Y) = 7. Find E(X + Y) and Var(X + Y). [2 marks]

Related Math AI HL Topics

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4.1.1Population and Samples
4.1.2Data Classification
4.1.3Sampling Techniques
4.1.4Data Reliability and Outliers
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