yego.me
💡 Stop wasting time. Read Youtube instead of watch. Download Chrome Extension

Variance and standard deviation of a discrete random variable | AP Statistics | Khan Academy


4m read
·Nov 11, 2024

In a previous video, we defined this random variable (X). It's a discrete random variable; it can only take on a finite number of values. I defined it as the number of workouts I might do in a week. We calculated the expected value of our random variable (X), which you could also denote as the mean of (X), and we use the Greek letter (\mu), which we use for population mean. All we did is take the probability-weighted sum of the various outcomes, and we got for this random variable with this probability distribution, we got an expected value or a mean of 2.1.

What we're going to do now is extend this idea to measuring spread, and so we're going to think about what the variance of this random variable is. Then, we could take the square root of that to find out what the standard deviation is. The way we are going to do this has parallels with the way we've calculated variance in the past.

So, the variance of our random variable (X): what we're going to do is take the difference between each outcome and the mean, square that difference, and then we're going to multiply it by the probability of that outcome. For example, for this first data point, you're going to have (0 - 2.1) squared times the probability of getting (0) time (0.1). Then you are going to get (+) (1 - 2.1) squared times the probability that you get (1) times (0.15). Then you're going to get (+) (2 - 2.1) squared times the probability that you get a (2) times (0.4). Then you have (+) (3 - 2.1) squared times (0.25), and then last but not least you have (+) (4 - 2.1) squared times (0.1).

So, once again, the difference between each outcome and the mean, we square it, and we multiply it times the probability of that outcome. This is going to be (-2.1) squared, which is just (2.1) squared, so I'll just write this as (2.1) squared times (0.1); that's the first term. Then we're going to have (+) (1 - 2.1) is (-1.1) and then we're going to square that, so that's just going to be the same thing as (1.1) squared, which is (1.21), but I'll just write it out as (1.1) squared times (0.15).

Then this is going to be (2) minus (2.1) is (0.1). When you square it, it's going to be equal to (+) (0.1); if you have (0.1) times (0.4), that’s (0.01) times (0.4). Then, plus, this is going to be (0.9) squared, so that is (0.81) times (0.25). Then we're almost there; this is going to be (+) (1.9) squared times (0.1), and we get (1.19).

So this is all going to be equal to (1.19), and if we want to get the standard deviation for this random variable, we would denote that with the Greek letter (\sigma). The standard deviation for the random variable (X) is going to be equal to the square root of the variance, the square root of (1.19), which is equal to... let's just get the calculator back here.

So we are just going to take the square root of what we just calculated; I'll just type it again: (1.19), and that gives us approximately (1.09); approximately (1.09).

So, let's see if this makes sense. Let me put this all on a number line right over here. So you have the outcome (0), (1), (2), (3), and (4). You have a (10%) chance of getting a zero, so I will draw that like this. Let's just say this is a height of (10%).

You have a (15%) chance of getting one, so that will be one and a half times higher, so it looks something like this. You have a (40%) chance of getting a (2), so that's going to be like this. You get a (40%) chance of getting a (2). You have a (25%) chance of getting a (3), so it looks like this. And then you have a (10%) chance of getting a (4), so it looks like that.

So this is a visualization of this discrete probability distribution where I didn't draw the vertical axis here, but this would be (0.1), this would be (0.15), this is (0.25), and that is (0.05). Then we see that the mean is at (2.1). The mean is at (2.1), which makes sense.

Even though this random variable only takes on integer values, you can have a mean that takes on a non-integer value. Then the standard deviation is (1.09), so (1.09) above the mean is going to get us close to (3.2), and (1.09) below the mean is going to get us close to (1).

So this all, at least intuitively, feels reasonable. This mean does seem to be indicative of the central tendency of this distribution, and the standard deviation does seem to be a decent measure of the spread.

More Articles

View All
Nietzsche - You Are Your Own Worst Enemy
In Thus Spoke Zarathustra, Friedrich Nietzsche said, “You yourself will always be the worst enemy you can encounter; you yourself lie in wait for yourself in caves and forests.” In my opinion, Nietzsche shared an important insight with us: we really are o…
Steve Jobs in Sweden, 1985 [HQ]
[Music] Glad to meet you. [Applause] The doors have been locked and all of you that don’t sign up to buy computers will stay here, and we will bring back the singers. I am extraordinarily pleased to be able to be here with you. This is one of my perso…
Nietzsche - Don’t Let Your Darkness Consume You
In /On the Genealogy of Morals/, Nietzsche compares the feeling of resentment to a toxin or an illness, because he believes that resentment is anti-life and anti-growth. This is a sentiment I agree with, and it’s an idea I wanna explore for myself. Why do…
Acid–base properties of salts | Acids and bases | AP Chemistry | Khan Academy
Salts can form acidic solutions, neutral solutions, or basic solutions when dissolved in water. For example, if we dissolve sodium chloride in water, solid sodium chloride turns into sodium cations and chloride anions in solution. At 25 degrees Celsius, t…
How to Build Mental Strength | Mental Toughness
Mental strength, in the context of this video, is the ability to overcome a psychological stressor, such as the loss of a job or the death of a loved one. And I’m going to explain it in a way that you’ve probably never heard of before. I’m going to use wo…
What 300 DIRTY JOBS Taught Mike Rowe About TRUE SUCCESS | Kevin O'Leary
If I were in a seat, I’d be on the edge of it. All right, here we go. [Music] You are watching yet another episode of Mr. Wonderful. I’m not him; I’m just a guest. I might grow your questions; we answer them. It’s gonna be great. Hi, my name is Monty. I’…