What are mean and variance of $W_i$, given that $Z_n=frac{sum{W_i}}{sqrt{n}sigma}sim N(0,1)$? [closed] ...
For what reasons would an animal species NOT cross a *horizontal* land bridge?
Why “相同意思的词” is called “同义词” instead of "同意词"?
How do you keep chess fun when your opponent constantly beats you?
Dropping list elements from nested list after evaluation
A word that means fill it to the required quantity
A female thief is not sold to make restitution -- so what happens instead?
How to support a colleague who finds meetings extremely tiring?
The phrase "to the numbers born"?
Ubuntu Server install with full GUI
Likelihood that a superbug or lethal virus could come from a landfill
Can I have a signal generator on while it's not connected?
Pokemon Turn Based battle (Python)
Why can I use a list index as an indexing variable in a for loop?
What is this business jet?
How come people say “Would of”?
Why are there uneven bright areas in this photo of black hole?
If my opponent casts Ultimate Price on my Phantasmal Bear, can I save it by casting Snap or Curfew?
What do hard-Brexiteers want with respect to the Irish border?
How did passengers keep warm on sail ships?
Is it ethical to upload a automatically generated paper to a non peer-reviewed site as part of a larger research?
Why was M87 targeted for the Event Horizon Telescope instead of Sagittarius A*?
Can a flute soloist sit?
Are there any other methods to apply to solving simultaneous equations?
Short story: child made less intelligent and less attractive
What are mean and variance of $W_i$, given that $Z_n=frac{sum{W_i}}{sqrt{n}sigma}sim N(0,1)$? [closed]
The 2019 Stack Overflow Developer Survey Results Are InProof that $frac{(bar X-mu)}{sigma}$ and $sum_{i=1}^nfrac{(X_i-bar X)^2}{sigma^2}$ are independent$sum(y_i-bar{y})^2$ can be written in the form $sigma^2 X'AX$ where $Xsim N(0,1)$. What is $A$?Show that $E(S)=sqrt{frac{1}{n-1}}frac{Gamma(n/2)}{Gamma[(n-1)/2]}sigma$Central Limit Theorem for independent but non identically distributed random variablesIf $Ysim N(mu T,sigma^2 T)$ then $Y=mu T+sigma sqrt{T} Z$ where $Zsim N(0,1)$Show that $sqrt{n}overline{mathbf{X}}sim N_p(mu,Sigma)$What are the mean and variance?Solve for mean & variance of random variable given mean & variance of sumCLT with random (Binomial) number of summandsWhat is the mean and variance of the square root of non-central chi squred distribution?
$begingroup$
Let
$$Z_n=frac{sum{W_i}}{sqrt{n}sigma}sim N(0,1),$$
where $W_i=X_i-mu$. What are the mean and variance of $W_i$?
probability-theory statistics normal-distribution statistical-inference central-limit-theorem
$endgroup$
closed as off-topic by NCh, Saad, Lee David Chung Lin, Leucippus, Eevee Trainer Mar 22 at 4:31
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – NCh, Saad, Lee David Chung Lin, Leucippus, Eevee Trainer
If this question can be reworded to fit the rules in the help center, please edit the question.
add a comment |
$begingroup$
Let
$$Z_n=frac{sum{W_i}}{sqrt{n}sigma}sim N(0,1),$$
where $W_i=X_i-mu$. What are the mean and variance of $W_i$?
probability-theory statistics normal-distribution statistical-inference central-limit-theorem
$endgroup$
closed as off-topic by NCh, Saad, Lee David Chung Lin, Leucippus, Eevee Trainer Mar 22 at 4:31
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – NCh, Saad, Lee David Chung Lin, Leucippus, Eevee Trainer
If this question can be reworded to fit the rules in the help center, please edit the question.
$begingroup$
Do you know the distribution of $X_i$?
$endgroup$
– Minus One-Twelfth
Mar 21 at 22:36
1
$begingroup$
It is a distribution $F_x$ with finite $E(X)=mu$ and $Var(X)=sigma^2>0$
$endgroup$
– theQuestion
Mar 21 at 22:40
add a comment |
$begingroup$
Let
$$Z_n=frac{sum{W_i}}{sqrt{n}sigma}sim N(0,1),$$
where $W_i=X_i-mu$. What are the mean and variance of $W_i$?
probability-theory statistics normal-distribution statistical-inference central-limit-theorem
$endgroup$
Let
$$Z_n=frac{sum{W_i}}{sqrt{n}sigma}sim N(0,1),$$
where $W_i=X_i-mu$. What are the mean and variance of $W_i$?
probability-theory statistics normal-distribution statistical-inference central-limit-theorem
probability-theory statistics normal-distribution statistical-inference central-limit-theorem
edited Mar 21 at 23:42
Brian
1,508416
1,508416
asked Mar 21 at 22:34
theQuestiontheQuestion
84
84
closed as off-topic by NCh, Saad, Lee David Chung Lin, Leucippus, Eevee Trainer Mar 22 at 4:31
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – NCh, Saad, Lee David Chung Lin, Leucippus, Eevee Trainer
If this question can be reworded to fit the rules in the help center, please edit the question.
closed as off-topic by NCh, Saad, Lee David Chung Lin, Leucippus, Eevee Trainer Mar 22 at 4:31
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question is missing context or other details: Please provide additional context, which ideally explains why the question is relevant to you and our community. Some forms of context include: background and motivation, relevant definitions, source, possible strategies, your current progress, why the question is interesting or important, etc." – NCh, Saad, Lee David Chung Lin, Leucippus, Eevee Trainer
If this question can be reworded to fit the rules in the help center, please edit the question.
$begingroup$
Do you know the distribution of $X_i$?
$endgroup$
– Minus One-Twelfth
Mar 21 at 22:36
1
$begingroup$
It is a distribution $F_x$ with finite $E(X)=mu$ and $Var(X)=sigma^2>0$
$endgroup$
– theQuestion
Mar 21 at 22:40
add a comment |
$begingroup$
Do you know the distribution of $X_i$?
$endgroup$
– Minus One-Twelfth
Mar 21 at 22:36
1
$begingroup$
It is a distribution $F_x$ with finite $E(X)=mu$ and $Var(X)=sigma^2>0$
$endgroup$
– theQuestion
Mar 21 at 22:40
$begingroup$
Do you know the distribution of $X_i$?
$endgroup$
– Minus One-Twelfth
Mar 21 at 22:36
$begingroup$
Do you know the distribution of $X_i$?
$endgroup$
– Minus One-Twelfth
Mar 21 at 22:36
1
1
$begingroup$
It is a distribution $F_x$ with finite $E(X)=mu$ and $Var(X)=sigma^2>0$
$endgroup$
– theQuestion
Mar 21 at 22:40
$begingroup$
It is a distribution $F_x$ with finite $E(X)=mu$ and $Var(X)=sigma^2>0$
$endgroup$
– theQuestion
Mar 21 at 22:40
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
$newcommand{Var}{operatorname{Var}}newcommand{E}{mathbb{E}}$The mean of $W_i$ is $0$ and variance of $W_i$ is same as that of $X_i$, namely $sigma^2$. This follows from standard properties of mean and variance ($E(X-c) = E(X)-c$ and $Var(X-c)= Var(X)$, for any constant $c$).
$endgroup$
add a comment |
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
$newcommand{Var}{operatorname{Var}}newcommand{E}{mathbb{E}}$The mean of $W_i$ is $0$ and variance of $W_i$ is same as that of $X_i$, namely $sigma^2$. This follows from standard properties of mean and variance ($E(X-c) = E(X)-c$ and $Var(X-c)= Var(X)$, for any constant $c$).
$endgroup$
add a comment |
$begingroup$
$newcommand{Var}{operatorname{Var}}newcommand{E}{mathbb{E}}$The mean of $W_i$ is $0$ and variance of $W_i$ is same as that of $X_i$, namely $sigma^2$. This follows from standard properties of mean and variance ($E(X-c) = E(X)-c$ and $Var(X-c)= Var(X)$, for any constant $c$).
$endgroup$
add a comment |
$begingroup$
$newcommand{Var}{operatorname{Var}}newcommand{E}{mathbb{E}}$The mean of $W_i$ is $0$ and variance of $W_i$ is same as that of $X_i$, namely $sigma^2$. This follows from standard properties of mean and variance ($E(X-c) = E(X)-c$ and $Var(X-c)= Var(X)$, for any constant $c$).
$endgroup$
$newcommand{Var}{operatorname{Var}}newcommand{E}{mathbb{E}}$The mean of $W_i$ is $0$ and variance of $W_i$ is same as that of $X_i$, namely $sigma^2$. This follows from standard properties of mean and variance ($E(X-c) = E(X)-c$ and $Var(X-c)= Var(X)$, for any constant $c$).
answered Mar 21 at 22:45
Minus One-TwelfthMinus One-Twelfth
3,398413
3,398413
add a comment |
add a comment |
$begingroup$
Do you know the distribution of $X_i$?
$endgroup$
– Minus One-Twelfth
Mar 21 at 22:36
1
$begingroup$
It is a distribution $F_x$ with finite $E(X)=mu$ and $Var(X)=sigma^2>0$
$endgroup$
– theQuestion
Mar 21 at 22:40