MathLabs
TheoremProved

Effect of a Linear Transformation on Mean and Standard Deviation

Statement

If a new data set is formed by yi=axi+by_i = ax_i+b for constants a,ba,b, then yˉ=axˉ+b\bar y = a\bar x+b and the new standard deviation is sy=∣a∣sxs_y = |a|s_x.

Why is it true?

Shifting every data point by the same amount bb 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 aa scales both the mean and the spread by aa (using ∣a∣|a| since spread cannot be negative).

Proof sketch

For the mean: yˉ=1n∑i=1nyi=1n∑i=1n(axi+b)=an∑i=1nxi+1n∑i=1nb=axˉ+b\bar y = \frac{1}{n}\sum_{i=1}^{n}y_i = \frac{1}{n}\sum_{i=1}^{n}(ax_i+b) = \frac{a}{n}\sum_{i=1}^{n}x_i + \frac{1}{n}\sum_{i=1}^{n}b = a\bar x + b, using that 1n∑xi=xˉ\frac{1}{n}\sum x_i = \bar x and 1n∑i=1nb=b\frac{1}{n}\sum_{i=1}^{n}b = b.

For the spread, first note that yi−yˉ=(axi+b)−(axˉ+b)=a(xi−xˉ)y_i-\bar y = (ax_i+b)-(a\bar x+b) = a(x_i-\bar x): the constant shift bb cancels out completely, leaving only the scaled deviation.

Squaring and averaging, sy2=1n∑i=1n(yi−yˉ)2=1n∑i=1na2(xi−xˉ)2=a2sx2s_y^2 = \frac{1}{n}\sum_{i=1}^{n}(y_i-\bar y)^2 = \frac{1}{n}\sum_{i=1}^{n}a^2(x_i-\bar x)^2 = a^2 s_x^2. Taking the square root of both sides gives sy=∣a∣sxs_y = |a|s_x, 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

  1. David Freedman, Robert Pisani, Roger Purves (2007). Statistics
  2. David S. Moore, William I. Notz (2020). The Basic Practice of Statistics