HW 4 Solutions
STA 211 Spring 2023 (Jiang)
For continuous variables,
\[\begin{align*} E(aX + b) &= \int_{-\infty}^\infty (ax + b)f_X(x)dx\\ &= \int_{-\infty}^\infty axf_X(x)dx + \int_{-\infty}^\infty bf_X(x)dx\\ &= a\int_{-\infty}^\infty xf_X(x)dx + b \int_{-\infty}^\infty f_X(x)dx\\ &= aE(x) + b \end{align*}\]
Similar argument for discrete variables, replacing integrals with sums.
Demonstrating variance property is quite a bit easier with the result from Ex. 2:
\[\begin{align*} Var(aX + b) &= E((aX + b)^2) - (E(aX + b))^2\\ &= E(a^2X^2 + 2aXb + b^2) - (aE(X) + b)^2\\ &= a^2E(X^2) + 2abE(X) + b^2 - (a^2E(X)^2 + 2aE(X)b + b^2)\\ &= a^2 E(X^2) - a^2 E(X)^2\\ &= a^2 \left(E(X^2) - E(X)^2 \right)\\ &= a^2 Var(X) \end{align*}\]
Note that \(E(X)\) is a constant, and so \(E(XE(X))\) = \(E(X)E(X)\) and similarly \(E(E(X)^2) = E(X)^2\).
\[\begin{align*} Var(X) &= E\left( (X - E(X))^2 \right)\\ &= E\left( X^2 - 2XE(X) + E(X)^2 \right)\\ &= E(X^2) - 2E(X)E(X) + E(X)^2\\ &= E(X^2) - E(X)^2 \end{align*}\]
Consider a normal distribution with \(\mu = 0\) and \(\sigma^2 = \frac{1}{2}\):
\[\begin{align*} \int_{-\infty}^\infty \frac{1}{\sqrt{\pi}}e^{-x^2}dx &= 1 \end{align*}\]
since it is a pdf. Thus
\[\begin{align*} \int_{-\infty}^\infty e^{-x^2}dx &= \sqrt{\pi} \end{align*}\]