8. Handin: Pg 132 EXAMPLEB Normal Distribution We have seen that E(X) = µ. Then 1 Var(X) = E[(X – u)²] = I dx %3D Making the change of variables z = (x – µ)/o changes the right-hand side to z2/2 reduces the integral to a gamma Finally, making the change of variables u = function, and we find that Var(X) = o². Expand this proof.

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8. Handin: Pg 132
EXAMPLEB
Normal Distribution
We have seen that E(X) = µ. Then
1
Var(X):
= E[(X – µ)²] =
(x -
-00
Making the change of variables z = (x – µ)/o changes the right-hand side to
2/2 reduces the integral to a gamma
Finally, making the change of variables u =
function, and we find that Var(X)=o².
Expand this proof.
Transcribed Image Text:8. Handin: Pg 132 EXAMPLEB Normal Distribution We have seen that E(X) = µ. Then 1 Var(X): = E[(X – µ)²] = (x - -00 Making the change of variables z = (x – µ)/o changes the right-hand side to 2/2 reduces the integral to a gamma Finally, making the change of variables u = function, and we find that Var(X)=o². Expand this proof.
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