I am confused by an equation where I believe the second moment is listed as E[A^2] (A squared). Is this the second moment of a function? I thought the second moment was the E{[X - E(X)]^2}.
2006-12-30 23:13:09 · 1 answers · asked by Mathboy 1 in Science & Mathematics ➔ Mathematics
I have an equation where it is stated that
E[C]=E[A^2] - E[A]/2(1-E[A])
And it says that the expression is in terms of first and second moments.
2006-12-31 01:38:31 · update #1
The second moment is actually E[X^2]. This moment is used in calculating the variance, but you need the first moment, E[X], as well. You are correct that a second moment is E{[X-E(X)]^2}, but this is the second moment about the mean.
Moments are typically used to transform variables. By calculating the first and second moments of two random variables (one which is a function of the other), and setting the first moments equal to each other and the second moments equal to each other, you can find the mean and variance for the transformed variable.
Hope that helps!
2006-12-31 03:10:55 · answer #1 · answered by jbm616 2 · 0⤊ 0⤋
can you state the whole problem please?
and when you say second moment, you mean variance... am I right???
2006-12-31 00:05:27 · answer #2 · answered by Faraz S 3 · 0⤊ 0⤋