How can you find standard deviation from a probability distribution?
Risposta:
"Standard deviation" = sqrt(E(X^2) - (E(X))^2)
Spiegazione:
In a PDF, f(x) , the expected mean is given by E(X)
Dove E(X) = int_(-oo) ^(oo) x *f(x) dx
The variance is given by Var(x) = E(X^2) - ( E(X) )^2
Dove E(g(X) ) = int_(-oo) ^(oo) g(x) * f(x) dx
Sappiamo che
"Standard Deviation" = sqrt( "Variance " )
=> "Standard deviation" = sqrt(E(X^2) - (E(X))^2)
O...
=> "Standard deviation" =sqrt( int_(-oo) ^(oo) x^2 *f(x) dx -( int_(-oo) ^(oo) x *f(x) dx)^2