Exercise · ZW-VARIANCE-001 · ★☆☆ Basic
\(X\) takes the values 0, 1 and 2 with probabilities 0.2, 0.5 and 0.3 (so \(E[X]=1.1\)). Compute \(\operatorname{Var}(X)\).
Choose one option.
Show answer
- B. \(0.49\)
Exercise · ZW-VARIANCE-001 · ★☆☆ Basic
Choose one option.
\(E[X^2]=0.5+1.2=1.7\) and \(\operatorname{Var}(X)=1.7-1.1^2=0.49\). The 1.7 forgets to subtract \((E[X])^2\).
The variance \(\operatorname{Var}(X)\) of a random variable \(X\) measures how spread out its values are around its expectation \(E\): it is the expected value of the squared deviation.