var(a+by) = b²o,

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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D. Derivations of the Key Concepts
var(a + by)=b²o,
(2.30)
To derive Equation (2.30), use the definition of the variance to write var(a + by) =
El[a+bY-E(a+bY)])=E([b(Y - My)]}=b²E[(Y - My)²] =b²o.
Copyright © 2011 Pearson Addison-Wesley. All rights reserved.
1-6
Transcribed Image Text:D. Derivations of the Key Concepts var(a + by)=b²o, (2.30) To derive Equation (2.30), use the definition of the variance to write var(a + by) = El[a+bY-E(a+bY)])=E([b(Y - My)]}=b²E[(Y - My)²] =b²o. Copyright © 2011 Pearson Addison-Wesley. All rights reserved. 1-6
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