Statistics / Unit 7: Random Variables
7.3 Combining and Transforming Random Variables
Notes
- $E(aX + b) = aE(X) + b$.
- $E(X + Y) = E(X) + E(Y)$, always.
- $\text{SD}(aX + b) = |a|\,\text{SD}(X)$.
- For independent $X$ and $Y$, variances add: $\text{Var}(X + Y) = \text{Var}(X) + \text{Var}(Y)$. Standard deviations do not add.
- Example: If $E(X) = 5$ and $Y = 3X + 2$, then $E(Y) = 3(5) + 2 = 17$.
Practice
$E(X) = 5$ and $Y = 3X + 2$. What is $E(Y)$?
$E(Y) = 3(5) + 2 = 17$.
A student's morning routine takes an average of 12 minutes to get ready ($X$) and 8 minutes to commute ($Y$). The expected total time $E(X + Y)$ is:
Means always add: $12 + 8 = 20$.
$X$ and $Y$ are independent with standard deviations 3 and 4. What is the standard deviation of $X + Y$?
Variances add: $9 + 16 = 25$, so $\displaystyle \text{SD} = \sqrt{25} = 5$.
Ready for more? Take the Unit 7 test.