diff --git a/src/chapters/5/sections/normal/index.tex b/src/chapters/5/sections/normal/index.tex index f355c40e..8e5abf0d 100644 --- a/src/chapters/5/sections/normal/index.tex +++ b/src/chapters/5/sections/normal/index.tex @@ -1,5 +1,7 @@ \section{Normal} +\subsection{problem 19} +\input{problems/19} \subsection{problem 26} \input{problems/26} \subsection{problem 35} diff --git a/src/chapters/5/sections/normal/problems/19.tex b/src/chapters/5/sections/normal/problems/19.tex new file mode 100644 index 00000000..9f8d5731 --- /dev/null +++ b/src/chapters/5/sections/normal/problems/19.tex @@ -0,0 +1,35 @@ +From the statement, $Y$ is a normal-distributed r.v. with mean $\mu=1$ and variance $\sigma^2=4$, which implies standard deviation $\sigma=2$. + + +We can obtain $Y$ as a function of $Z$ using the location-scale transform, applicable to Normal distributions + +$$ +Z = \frac{Y-\mu}{\sigma} = \frac{Y-1}{2} +$$ + +$$ +Y = 1 + 2 Z +$$ + + +Let's check that the mean of $Y$ is correct by taking the expectation operator in both sides of the above equation + +$$ +E(Y) = E(1 + 2Z) = 1 + 2 E(Z) +$$ + +$$ +E(Y) = 1 +$$ + +Doing the same with variance + +$$ +\mathrm{Var}(Y) = \mathrm{Var}(1 + 2Z) = 0 + 2^2 \mathrm{Var}(Z) +$$ + +$$ +\mathrm{Var}(Y) = 4 +$$ + +The mean and variance matched, therefore the simple-looking function between $Y$ and $Z$ is correct.