(a) Consider a random variable uniformly distributed between 0 and 2. Show that E(X 2 ) >...

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(a) Consider a random variable uniformly distributed between 0 and 2. Show that E(X2) > E2(X).

(b) Consider a random variable uniformly distributed between 0 and 4. Show that E(X2) > E2(X).

(c) Can you show in general that for any random variable it is true that E(X2) > E2(X) unless the random variable is zero almost always?

(Expand E {[X - E(X)]2 ≥ 0} and note that it is 0 only if X = 0 with probability 1.)

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