Prove that the identity (sigma^{2}=mu_{2}^{prime}-mu^{2}) holds for any probability density for which these moments exist.

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Prove that the identity $\sigma^{2}=\mu_{2}^{\prime}-\mu^{2}$ holds for any probability density for which these moments exist.

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Probability And Statistics For Engineers

ISBN: 9780134435688

9th Global Edition

Authors: Richard Johnson, Irwin Miller, John Freund

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Question Posted: Apr 23, 2024 07:01 AM

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Prove that the identity (sigma^{2}=mu_{2}^{prime}-mu^{2}) holds for any probability density for which these moments exist.

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To prove the identity sigma2mu2primemu2 where sigma2 is the variance mu2prime is the second cent...View the full answer

Probability And Statistics For Engineers

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