
40 Image Statistics
As a simple example, consider a uniformly distributed random variable Z
with density function
p(z) =
n
1 if 0 ≤ z ≤ 1
0 otherwise.
We calculate the moments to be
hZi =
Z
1
0
z · 1 dz = 1/2
var(Z) =
Z
1
0
(x − 1/2)
2
·1 dz = 1/12.
Since the populations we are dealing with in the case of actual measurements
are infinite, it is clear that mea n and variance can, in reality, never be known
exactly. As we shall discuss Section 2.3, they must be estimated from the
available data.
Two very useful identities follow from the definition of variance (Exercise 1):
var(Z) = hZ
2
i − hZi
2
var(a
0
+ a
1
Z) = a
2
1
var(Z).
(2.13)
2.1.3 Random vectors
The idea of a distribution ...