2.16.1 Shifting and Scaling Flashcards
(17 cards)
What does it mean to shift a random variable X by a constant c?
Define Y = X + c. Y is a shifted version of X. The distribution is moved left/right on the number line.
What does it mean to scale a random variable X by a constant a?
Define Y = aX. Y is a scaled version of X. The distribution is stretched or compressed.
What’s the effect of shifting X on the mean and variance?
E[X + c] = E[X] + c, Var(X + c) = Var(X)
What’s the effect of scaling X on the mean and variance?
E[aX] = a · E[X], Var(aX) = a² · Var(X)
What happens when a random variable is both shifted and scaled?
Y = aX + c. Apply scaling first, then shifting: do aX, then add c.
If X ~ Normal(μ, σ²), what is the distribution of aX + c?
aX + c ~ Normal(aμ + c, a²σ²)
If X ~ Uniform(a, b), what is the distribution of X + c?
X + c ~ Uniform(a + c, b + c)
If X ~ Uniform(a, b), what is the distribution of aX?
aX ~ Uniform(a·a, a·b) (if a > 0); scale both endpoints
If X ~ Exponential(θ), and Y = aX for a > 0, what is the distribution of Y?
Y ~ Exponential(aθ)
If X ~ Exponential with rate λ, and Y = aX for a > 0, what is the distribution of Y?
Y ~ Exponential with rate λ’ = λ / a
Does a shifted exponential random variable still follow an exponential distribution?
No. X + c (with c ≠ 0) is not exponential anymore. It’s called a shifted exponential.
What’s the main difference between exponential and shifted exponential distributions?
Their range: Exponential starts at 0, shifted exponential starts at the shift amount.
If X ~ Exponential(θ), and Y = X + c, what are the mean and variance of Y?
E[Y] = θ + c, Var(Y) = θ²
How is the memoryless property used with shifted exponentials?
If X ~ Exp(θ), then X - t | X > t ~ Exp(θ). This implies X | X > t ~ t + Exp(θ)
What’s an example of scaling an exponential variable?
If X ~ Exp(4), and Y = 2X, then Y ~ Exp(8)
When shifting and scaling a normal variable, does it remain normal?
Yes. The normal distribution is closed under linear transformations.
In example 2.16.2, why is aX + c still normal if X ~ Normal?
Because the normal distribution is preserved under shifting and scaling.