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in Random Variable and Mathematical Expectation by (48.4k points)
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Prove that if E(X) = 0, then V(X) = E(X2 ).

1 Answer

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Best answer

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)

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