Professional Documents
Culture Documents
Variansi
Var (x)
= E (( x )2)
=
x
Misal z =
(x )
Var (x) =
Misal u = z du = dz
dv = z . e
v=
z.e
1
( ) z 2
2
v=
= -e-s
1
( ).[( x ) / ]2
2
dx
dx = dz & x - = z
2
2
1
( ) z 2
2
z2
2
dz
dz
z2
dz, misal s = - 2 ds = z dz
e s ds
Z
2
Sehingga,
Var ( x )=u v v du
Var(x)
2
2
(0
2
1
Karena
z2
2
dz
1 , maka nilainya = 1.
Var (x)
z2
2
dz
z2
2
. e
1
2
z2
2
z2
2
1
2
z2
2
dz
dz )
2(0+1)