This Exam P sample reference tests Moments. Expanding the shifted second moment gives a mean of 7.5. The variance is then 61-7.5 squared=4.75, so the standard deviation is 2.18, choice A.
These notes identify the calculation error associated with each wrong letter when that error is reproducible.
BA standard deviation of 2.40 would imply variance 5.76 and hence E[X squared]=5.76+7.5 squared=62.01, contradicting the supplied second moment 61.
CThe value 7.31 is √(61-7.5). This subtracts the mean rather than the squared mean when converting a raw second moment to variance.
DThe value 7.50 is E[X], recovered from the shifted-moment identity. The question asks for the standard deviation.
EThe value 7.81 is √(61), the root-mean-square value. It omits subtraction of E[X] squared.
Original practice · fully worked
Original variant: source spread from a processed second moment
A processed signal is W=3Z-4 for an underlying random variable Z. The processed signal has mean E[W]=8 and second raw moment E[W²]=169. Calculate the standard deviation of Z.
A 3.416
B 4.000
C 4.333
D 10.247
E 13.000
Variant answer in brief
The processed variance is 169-8 squared=105. Since Var(W)=9Var(Z), the source standard deviation is √(105)/3=3.416, choice A.
Setup
Setup
Convert the processed signal's raw second moment to its variance.
Var(W)=E[W2]−E[W]2
Var(W)=169−82=105
Model
Model
Use variance scaling under the affine processing rule.
Var(W)=Var(3Z−4)=9Var(Z)
Var(Z)=9105
Compute
Compute
Take the positive square root on the source scale.
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