TheoremProved
Effect of a Linear Transformation on Mean and Standard Deviation
Statement
If a new data set is formed by for constants , then and the new standard deviation is .
Why is it true?
Shifting every data point by the same amount shifts the mean by that same amount but does not change how spread out the points are relative to each other; scaling every point by scales both the mean and the spread by (using since spread cannot be negative).
Proof sketch
For the mean: , using that and .
For the spread, first note that : the constant shift cancels out completely, leaving only the scaled deviation.
Squaring and averaging, . Taking the square root of both sides gives , since a square root is always non-negative.
Topics that use this theorem
Step-by-step proofs
No step-by-step proof yet for this theorem.
References
- David Freedman, Robert Pisani, Roger Purves (2007). Statistics
- David S. Moore, William I. Notz (2020). The Basic Practice of Statistics