Normalizing inputs (part 2)

The video contains a typo:
If X has mean LaTeX: \muμ  and variance LaTeX: \sigma^2σ2 , then LaTeX: Z=(X-\mu)/\sigmaZ=(Xμ)/σ  has mean LaTeX: 00  and variance LaTeX: 11 . That is, to normalize LaTeX: XX  we should divide by the standard deviation LaTeX: \sigmaσ  (not the variance LaTeX: \sigma^2σ2  as stated in the video). 

 

We can verify the values of the mean and variance of LaTeX: ZZ :

  • LaTeX: \mathbb{E}[Z]=\mathbb{E}\left[\frac{X-\mu}{\sigma}\right] = \frac{\mu-\mu}{\sigma}=0E[Z]=E[Xμσ]=μμσ=0  
  • LaTeX: \mathbb{E}[(Z-0)^2] = \mathbb{E}\left[\frac{(X-\mu)^2}{\sigma^2}\right]=1E[(Z0)2]=E[(Xμ)2σ2]=1