Y=aX+b,L
Y=3X+4X∼N(μ=2,σ=5)L=2H1−3H2+1H3Hi∼iidN(μ=2,σ2=3)
Finding E(#) plug mu in, V(#) if iid directly plug σ2 into entire expr
E(Y)
3∗2+4=10
E(L)
(2−3+1)∗2[1] 0
| Problem | Formula (the first line) | Information Used (mu) | Calculation | Answer |
|---|
| E(Y) | E(3X+4)=3E(X)+4 | E(X)=2 | 3(2)+4=6+4 | 10 |
| E(L) | E(2H1−3H2+H3)=2E(H1)−3E(H2)+E(H3) | E(Hi)=2 | 2(2)−3(2)+1(2)=4−6+2 | 0 |
V(y)
32∗52=9∗25=225
V(L)
(4+9+1)∗3[1] 42
| Problem | Formula | Information Used (sigma) | Calculation | Answer |
|---|
| V(Y) | V(3X+4)=32V(X) | V(X)=52=25 (drop +b term) | 9⋅25 | 225 |
| V(L) | V(2H1−3H2+H3)=22V(H1)+(−3)2V(H2)+12V(H3) | V(Hi)=3 (and independence ∼iid) | 4(3)+9(3)+1(3)=12+27+3 | 42 |
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