Linear transformation of a random variable
For Y = a + bX, the mean becomes a + b times the mean of X, but the standard deviation becomes |b| times the SD of X.
For , the mean moves exactly the way the values move, (mu, the mean), but the standard deviation responds only to the multiplier: (sigma, the standard deviation). Adding a constant slides the whole distribution without stretching it, so it leaves the spread untouched, and the absolute value keeps the standard deviation positive when is negative. Suppose has and . Then has mean with standard deviation still , while has mean and standard deviation .
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