In: Statistics and Probability
Can you think of a situation in which the population standard deviation remained constant while the mean changed? Describe such a situation as best you can, explaining why the standard deviation would not change although the mean would.
If we add(or subtract) the same amount to each of the observations then the mean of the observations will change but the standard deviation will not change.
consider a population variable X under study
if Y=X+a
then E(Y)=E(X)+a
and Var(Y)=Var(X)
where E() denotes expectation and Var() denotes variance.
standard deviation is denoted by sqrt(Var)
in this situation the satdard deviation will not change since standard deviation is a measure of dispersion whcih measures how scattered or dispersed the observations are from the mean.
[ we can proof this mathematically :
V(X)=E(X2)-[{E(X)}2]=E(X2)- mu2, where mu=E(X)
E(Y)=E(X)+a=mu+a
V(Y)=V(X+a)=E{(X+a)2}-{E(X+a)}2=E{(X+a)2}- (mu+a)2=E(X2+2aX+a2)-(mu2+2a*mu+a2)
=E(X2)+2aE(X)+a2-mu2-2a*mu-a2= E(X2)+2a*mu+a2-mu2-2a*mu-a2= E(X2)-mu2= V(X)
we know that for a constant "a",E(a)=a,E(a2)=a2
]
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