Normalizing inputs (part 2)
The video contains a typo:
If X has mean μ and variance
σ2 , then
Z=(X−μ)/σ has mean
0 and variance
1 . That is, to normalize
X we should divide by the standard deviation
σ (not the variance
σ2 as stated in the video).
We can verify the values of the mean and variance of Z :
E[Z]=E[X−μσ]=μ−μσ=0
E[(Z−0)2]=E[(X−μ)2σ2]=1 .