Question: Roll two dice and define the random variable X to be the sum. (a) Calculate its mean E[X] and variance E[(X E[X]) 2 ].

Roll two dice and define the random variable X to be the sum.

(a) Calculate its mean E[X] and variance E[(X − E[X])2].

(b) Compute E[X2] and show that the variance E[(X − E[X])2 ] = E[X2 ] − (E[X])2 .

2. Show that, for any random variable X, E[(X − E[X])2 ] = E[X2 ] − (E[X])2 .

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