Question: Let X be a random variable with E[X] and 2 var[X]. Define g x,,2 x x

Let X be a random variable with ¹ Æ E[X] and ¾2 Æ var[X]. Define g

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x ¡¹ ¡

x ¡¹

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Show that E

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g (X,m, s)

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Æ 0 if and only ifm Æ ¹ and s Æ ¾2.

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