Coordinate variance in a 10-dimensional ball
Question
A point is chosen uniformly from the solid ball of radius centred at the origin in . What is ?
Short answer
. By symmetry and . The radius has , so , giving variance .
Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.
See the hint and the full worked solution in the question bank (free account).
Open the worked solutionLessons behind this question
- Continuous Random Variables and Probability Density Functions
- Covariance and Correlation
- Cumulative Distribution Functions
Start with a free lesson: Expectation, Variance and Covariance is part of a free topic. Create a free account, no card needed, to read it in full with worked solutions.
Read it free