What is the mathematical formula for the variance of a continuous random variable?
1 Answer
Nov 3, 2015
The formula is the same whether it is a discrete random variable or a continuous random variable.
Explanation:
irrespective of the type of random variable, the formula for variance is
However, if the random variable is discrete, we use the process of summation.
In the case of a continuous random variable, we use the integral.
E(#X^2# ) =#int_-infty^infty x^2 f(x)dx# .
E(X) =#int_-infty^infty x f(x)dx# .
From this, we get#sigma^2# by substitution.
