Question: Let X be a random variable for which E(X) = and Var(X) = 2. Construct a probability distribution for X such that Pr(|X

Let X be a random variable for which E(X) = μ and Var(X) = σ2. Construct a probability distribution for X such that
Pr(|X − μ| ≥ 3σ) = 1/9.

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