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If a random variable X is defined such that E[(X-1)^2]=10 and E[(X-2)^2]=6, find the mean and variance of X.
Does anyone know how to approach this question??
Here is what I got so far:
E[(X-1)^2]=10 : E(X^2) - 2E(X) + 1= 10
E[(X-2)^2]=6: E(X^2) - 4E(X) + 4= 6
What should I do next to get the mean and variance?
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You're almost there already. You have:
E(X²) - 2E(X) +1 = 10
E(X²) - 4E(X) +4 = 6
Taking the second from the first gives 2E(X) - 3 = 4
Therefore, 2E(X) = 1 and so E(X) = 0.5, which is the mean.
Now you know E(X), you can substitute it into one of the original equations to find E(X²).
E(X²) - 2*0.5 + 1 = 10, so E(X²) = 10.
The variance is given by E(X²) - E(X)², and so the variance is 10-0.5² = 9.75.
Why did the vector cross the road?
It wanted to be normal.
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