1. For any random variable X for which E(X) and E(X²) are finite, show that Var(X) = E(X²) – [E(X)]² = E [X(X – 1)] + [E(X)]²
1. For any random variable X for which E(X) and E(X²) are finite, show that Var(X) = E(X²) – [E(X)]² = E [X(X – 1)] + [E(X)]²
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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