Let X be a discrete random variable taking values in {0, 1, 2, . . . }with the probability generating function G(s) = E(sX). Prove thatVar(X) = G′′(1) + G′(1) − [G′(1)]2.[5 Marks](ii) Let X be a random variable taking values in [0,∞) with proba-bility density functionfX(u) = (5/4(1 − u^4, 0 ≤ u ≤ 1,0, otherwise.     Let y =x^1/2 find the probability density function of Y

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Let X be a discrete random variable taking values in {0, 1, 2, . . . }
with the probability generating function G(s) = E(sX). Prove that
Var(X) = G′′(1) + G′(1) − [G′(1)]2
.
[5 Marks]
(ii) Let X be a random variable taking values in [0,∞) with proba-
bility density function
fX(u) = (5/4(1 − u^4, 0 ≤ u ≤ 1,
0, otherwise.     Let y =x^1/2 find the probability density function of Y 

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