Properties of Mean and Variance (VCE SSCE Mathematical Methods): Quizzes

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Properties of Mean and Variance
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What is the general relationship between E[g(X)]E[g(X)] and g[E(X)]g[E(X)] for continuous random variables?

E[g(X)]g[E(X)]E[g(X)] \neq g[E(X)]

For which type of function does E[g(X)]=g[E(X)]E[g(X)] = g[E(X)] hold true?

Linear functions of form aX+baX + b

What is the formula for E(aX+b)E(aX + b) in terms of E(X)E(X)?

aE(X)+baE(X) + b

What is the formula for Var(aX+b)\text{Var}(aX + b) in terms of Var(X)\text{Var}(X)?

a2Var(X)a^2\text{Var}(X)

Why doesn't constant bb affect Var(aX+b)\text{Var}(aX + b)?

It shifts PDF horizontally without spread

If XX has mean 1010 and variance 22, what is E(2X+1)E(2X + 1)?

2121

If XX has mean 1010 and variance 22, what is Var(13X)\text{Var}(1 - 3X)?

1818

If XX has PDF f(x)f(x), what is the PDF of X+bX + b?

f(xb)f(x - b)

If XX has PDF f(x)f(x), what is the PDF of aXaX?

1af(xa)\frac{1}{a}f\left(\frac{x}{a}\right)

If XX has PDF f(x)f(x), what is the PDF of aX+baX + b?

1af(xba)\frac{1}{a}f\left(\frac{x-b}{a}\right)

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