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No.2983471 View ViewReplyOriginalReport
hey /sci/

Physifag here.
We're starting to study the Brownian motion and for the "historical background" we're supposed to do a small assignments, which is... statistics... which i loathe and suck at.

Now, the assignment is nothing more than a random walk, however, with inequal chances of going left or right.

We're supposed to calculate the "supposed position" after n steps in terms of n and p; and the variance. Since the choices are "left" or "right", i think this is some kind of binom...

I'm pretty sure the position is just the mean, which in this case would be:
n*p - n*q (seeing going left as positive, going right as negative).
= n(p-q) = n(p-(1-p)) = n(2*p-1)

However, the same trick obviously doesn't work for the variance:
n*p*q - n*q*p = 0

So, erm, what's the variance?