Simple proof for Option D: Let Y = aX + b.
We know: Var(Y) = E(Y²) − [E(Y)]²
Now, E(Y) = aE(X) + b
and E(Y²) = E[(aX+b)²] = a²E(X²) + 2abE(X) + b²
Therefore,
Var(Y) = a²E(X²) + 2abE(X) + b² − [aE(X)+b]²
= a²[E(X²) − (E(X))²] = a²Var(X)
Hence,
σY = |a|σX
Since a > 0, σY = aσX
So, the +b term does not appear in standard deviation.
Therefore, if Option D says σY = aσX + b, it is incorrect.
Reference: ChatGPT