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solong [7]
3 years ago
5

Let $\mu$ and $\sigma^2$ denote the mean and variance of the random variable x. determine $e[(x-\mu)/\sigma]$ and $e{[((x-\mu)/\

sigma)^2]}$
Mathematics
1 answer:
Nezavi [6.7K]3 years ago
3 0
\mathbb E\left(\dfrac{X-\mu}{\sigma}\right)=\dfrac1\sigma\mathbb E(X)-\dfrac\mu\sigma=\dfrac{\mu-\mu}\sigma=0

\mathbb E\bigg(\left(\dfrac{X-\mu}\sigma\right)^2\bigg)=\dfrac1{\sigma^2}\mathbb E\left(X^2-2\mu X+\mu^2\right)=\dfrac{\mathbb E(X^2)-2\mu\mathbb E(X)+\mu^2}{\sigma^2}
=\dfrac{\mathbb E(X^2)-2\mu^2+\mu^2}{\sigma^2}=\dfrac{\mathbb E(X^2)-\mu^2}{\sigma^2}=\dfrac{\mathbb E(X^2)-\mathbb E(X)^2}{\sigma^2}
=\dfrac{\mathbb V(X)}{\sigma^2}=\dfrac{\sigma^2}{\sigma^2}=1
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