Given E(X) = 0. To show V(X) = E (X2 )
We know that Var (X) = E(X2 ) – [E(X)]2
So if E(X) = 0, Var (X) = E(X2 )
From the definition of the variance of X also we can see the result.
Var(X) = Σ[x – E(x)]2 p(x)
If E (X) = 0, then V(X) = Σ x2 p(x) = E(X2)