The elements of set
of real numbers with cardinality
form an arithmetic progression with common difference
. Express the population standard deviation of set
in terms of
and
.
An example of set is . It has cardinality 6, and its elements form an AP with common difference 3.
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Let S i , be an element of the set S . Because the elements of set S form an arithmetic progression we have:
S = { A + d , A + 2 d , . . . , A + ( n − 2 ) d , A + ( n − 1 ) d } .
We could set A = 0 because standard deviation is not affected by adding a constant to each of the elements of the set. To calculate we'll use the following formula:
σ 2 = ⟨ x 2 ⟩ − ⟨ x ⟩ 2
where,
⟨ x ⟩ = n 1 ∑ x i = n 1 ∑ k = 1 n ( k − 1 ) d = n 1 ( 0 + d + 2 d + . . . + ( n − 1 ) d ) = n d ( 1 + 2 + 3 + . . . + ( n − 1 ) ) ; 1 + 2 + . . . + k = 2 k ( k + 1 ) = n d 2 ( n − 1 ) n = 2 ( n − 1 ) d
and
⟨ x 2 ⟩ = n 1 ∑ x i 2 = n 1 ∑ k = 1 n ( k − 1 ) 2 d 2 = n 1 ( 0 + d 2 + 4 d 2 + . . . + ( n − 1 ) 2 d 2 ) = n d 2 ( 1 + 4 + . . . + ( n − 1 ) 2 ) ; 1 + 2 2 + 3 2 + . . . + k 2 = 6 k ( k + 1 ) ( 2 k + 1 ) = n d 2 6 ( n − 1 ) ( n ) ( 2 n − 1 ) = 6 d 2 ( n − 1 ) ( 2 n − 1 ) .
Plugging into the first equation:
σ 2 = 6 d 2 ( n − 1 ) ( 2 n − 1 ) − 4 d 2 ( n − 1 ) 2 σ 2 = 1 2 d 2 ( n − 1 ) ( 2 ( 2 n − 1 ) − 3 ( n − 1 ) ) σ 2 = 1 2 d 2 ( n − 1 ) ( 4 n − 2 − 3 n + 3 ) σ 2 = 1 2 d 2 ( n − 1 ) ( n + 1 ) σ 2 = 3 6 3 d 2 ( n 2 − 1 ) σ = 6 d 3 ( n 2 − 1 ) .
That's it!