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[PS] More fixes
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@@ -1,4 +1,6 @@
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\subsection{Varianz}
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$\E[\cX^2] = \sum_{x \in W} x^2 \cdot p_\cX(x)$ ($\cX$ diskret)
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\shortdefinition $\cX$ mit $\E[\cX^2] < \8$, $\V[\cX] = \E[(\cX - \E[\cX])^2]$
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\shortdefinition[Standardabweichung] $\sigma(\cX) = \sqrt{\V[\cX]}$
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@@ -11,7 +13,8 @@ $\V[\cX] = \E[\cX^2] - \E[\cX]^2 = a^2\E[1_\Omega] - a^2 = 0$
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% Task 4.42 (needs proof?)
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\shortremark $\E[\cX] < \8$, dann $\V[\cX] \geq 0$ mit $=$ g.d.w. $\cX$ konst; zudem $\V[a \cX] = a^2 \V[\cX]$ und $\V[\cX + a] = \V[\cX]$
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\shortproposition $\cX_k$ paarw. unabh. $\V\left[ \sum_{k = 1}^{n} \cX_k \right] = \sum_{k = 1}^{n} \V[\cX_k]$
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\shortproposition $\cX_k$ paarw. unabh. $\V\left[ \sum_{k = 1}^{n} \cX_k \right] = \sum_{k = 1}^{n} \V[\cX_k]$.
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Falls $\cX_k$ abhängig, dann gilt $\neq$
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\shortexample Varianz von bekannten Verteilungen
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\begin{itemize}
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@@ -21,5 +24,3 @@ $\V[\cX] = \E[\cX^2] - \E[\cX]^2 = a^2\E[1_\Omega] - a^2 = 0$
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\item $\cX \sim \cU([a, b])$, $\V[\cX] = \frac{(b - a)^2}{12}$
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\item $\cX \sim \cN(\mu, \sigma^2)$, $\V[\cX] = \sigma^2$
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\end{itemize}
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\shortcorollary[Cheb.] $\V[\cY]$ end. $\forall c > 0$ gilt: $\P[|\cY - \E[\cY]| \geq c] \leq \frac{\V[\cY]}{c^2}$
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