Suppose that X is a random variable for which E(X) = μ and Var(X) = σ2. Show that E[X(X − 1)] = μ(μ − 1) + σ2.
Suppose that X is a random variable for which E(X) = μ and Var(X) = σ2. Show that E[X(X − 1)] = μ(μ − 1) + σ2.
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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Suppose that X is a random variable for which E(X) = μ and Var(X) = σ2. Show that
E[X(X − 1)] = μ(μ − 1) + σ2.
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