Question

Let X be a discrete random variable. Then the variance of X is

A. E(X²)

B. E(X²) + (E(X))²

C. E(X²) – (E(X))²

D. \(\sqrt{E(X^2)-(E(X))^2}\)

Answer 1

Let X be a random variable whose possible values X₁, X₂, .......... X_n

Possibilities p(x₁), p(x₂),…………p(x_n) respectively.

Let µ = E (X) be the mean of X. The variance of X, denoted by Var (X) \(\sigma^2_x\) or defined as