Posted by haifeng on 2020-03-23 20:32:52 last update 2020-03-23 20:46:29 | Answers (1) | 收藏
Using the definition of variance, prove that \[ V(aX+b)=a^2\cdot\sigma_X^2 \]
[Hint] With $h(X)=aX+b$, $E[h(X)]=a\mu+b$ where $\mu=E(X)$.
