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MS-331: Probability and Statistics

Derivation of Mean Variance

Geometric Distribution:
( ) ( )

Geometric series:

Mean:
( ) ( ) ( )

( ) ( )

( ( ) ( ( (

) ( (

( ) ( (

) ) ) (

) ) ) (( ) ) ( ) ( ) )

( ( (

) ))

))

( ) ( )

Syed Tauqeer Ahmed Hashmi

MS-331: Probability and Statistics

Derivation of Mean Variance

Variance:
( ) ( ( ( ) ( ( ( )) ) ( ( )) ) ( ( ) ( ( )) ( ) )) ( )

( ( ( ( ( ( ( (

)) )) )) )) ( ( )

( ( ( ( ( ( (( ( ( ) ( (

) ( ) )( ) ) ) ( ) ( ( ) ( (

) ( ) )

( ( ( ) )

)(

) ( ( ) ) ) )

) ) ) ( ) (

( ( ) (

) ) ) ) ) )

( ) ( ( ( ) ( ) )) ( ) ( )

( ( ( )

))

( ) (

( )

( ( ))

Syed Tauqeer Ahmed Hashmi

MS-331: Probability and Statistics

Derivation of Mean Variance

Poisson Distribution:
( )

Taylor series for exponential function:

Mean:
( ) ( ) ( )

( )

( )
( )

Syed Tauqeer Ahmed Hashmi

MS-331: Probability and Statistics

Derivation of Mean Variance

Variance:
( ) ( ( ( ) ( ( ( )) ) ( ( )) ) ( ( ) ( ( )) ( ) )) ( )

( (

))

( (

))

( (

))

( ( ( ( ( ) ( )

)) )) ( ( ( ) ))

( )

( ( ))

Syed Tauqeer Ahmed Hashmi

MS-331: Probability and Statistics

Derivation of Mean Variance

Binomial Distribution:
( ) ( ) ( )

Binomial expansion:
( ) ( ) ( )

Mean:
( ) ( ) ( )

( )

( )

) ( ( ) ( ) )

( ) ( ) ( ) [( ((

( ) )

) ( )

( (

) )

) ]

Syed Tauqeer Ahmed Hashmi

MS-331: Probability and Statistics

Derivation of Mean Variance

Variance:
( ) ( ( ( ) ( ( ( )) ) ( ( )) ) ( ( ) ( ( )) ( ) )) ( )

( (

))

( ( ) ( )) ) [( ) )

)( )

( (

)) (

( ) (( ( ) ( ) ) (

) ( ) ) ) )(

( ) (

)(

) (

( ) (

( )

) ]

( ( ( ) ( ) ( )

)) ( ( (

( ( )) (

Syed Tauqeer Ahmed Hashmi

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