Question Number 50855 by peter frank last updated on 21/Dec/18
$${F}\mathrm{or}\:{the}\:{random}\:{variable} \\ $$$${x}\:{show}\:{that} \\ $$$$\left.{a}\right){Var}\left({x}\right)={E}^{\mathrm{2}} \left({x}\right)−\left[{E}\left({x}\right)\right]^{\mathrm{2}} \\ $$$$\left.{b}\right){Var}\left({ax}+{b}\right)={a}^{\mathrm{2}} {Var}\left({x}\right) \\ $$$$ \\ $$
Answered by peter frank last updated on 21/Dec/18
$${var}\left({x}\right)=\frac{\Sigma{f}\left({x}−\overset{−} {{x}}\right)^{\mathrm{2}} }{{N}} \\ $$$${var}\left({x}\right)=\frac{\Sigma{f}\left[{x}^{\mathrm{2}} −\mathrm{2}{x}\overset{−} {{x}}+\left(\overset{−} {{x}}\right)^{\mathrm{2}} \right]}{{N}} \\ $$$${var}\left({x}\right)=\frac{\Sigma{fx}^{\mathrm{2}} }{{N}}−\mathrm{2}\overset{−} {{x}}\frac{\Sigma{fx}}{{N}}+\left(\overset{−} {{x}}\right)^{\mathrm{2}} \\ $$$${var}\left({x}\right)=\frac{\Sigma{fx}^{\mathrm{2}} }{{N}}−\mathrm{2}\overset{−} {{x}}\overset{−} {{x}}+\left(\overset{−} {{x}}\right)^{\mathrm{2}} \\ $$$${var}\left({x}\right)=\frac{\Sigma{fx}^{\mathrm{2}} }{{N}}−\mathrm{2}\left(\overset{−} {{x}}\right)^{\mathrm{2}} +\left(\overset{−} {{x}}\right)^{\mathrm{2}} \\ $$$${var}\left({x}\right)=\frac{\Sigma{fx}^{\mathrm{2}} }{{N}}−\left(\overset{−} {{x}}\right)^{\mathrm{2}} \\ $$$$\overset{−} {{x}}={E}\left({x}\right) \\ $$$${var}\left({x}\right)={E}\left({x}^{\mathrm{2}} \right)−\left[{E}\left({x}\right)\right]^{\mathrm{2}} \\ $$$${shown} \\ $$$$ \\ $$$${from}\:{var}\left({x}\right)={E}\left({x}^{\mathrm{2}} \right)−\left[{E}\left({x}\right)\right]^{\mathrm{2}} \\ $$$${var}\left({ax}+{b}\right)={E}\left({ax}+{b}\right)^{\mathrm{2}} −\left[{E}\left({ax}+{b}\right)\right]^{\mathrm{2}} \\ $$$$\frac{\Sigma{f}\left({a}^{\mathrm{2}} {x}^{\mathrm{2}} +\mathrm{2}{abx}+{b}^{\mathrm{2}} \right)}{{N}}−\left[{a}^{\mathrm{2}} \left[{E}\left({x}\right)\right]^{\mathrm{2}} −\mathrm{2}{abE}\left({x}\right)+{b}^{\mathrm{2}} \right] \\ $$$${simplify} \\ $$$${a}^{\mathrm{2}} {E}\left({x}^{\mathrm{2}} \right)−{a}^{\mathrm{2}} \left[{E}\left({x}\right)\right]^{\mathrm{2}} \\ $$$${a}^{\mathrm{2}} {var}\left({x}\right) \\ $$$${shown} \\ $$