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Let X be a random variable with E(X)=4 and E(X 2 )=20, find the following: (a-b) a) E(X−2) 2

User Howaj
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Final Answer:

The expected value of E((X-2)²) is 8. This represents the average of the squared deviations of the random variable X from the value 2.

Step-by-step explanation:

The question involves finding the expected value of the square of the random variable X minus 2, i.e., E[(X - 2)²]. The expected value, denoted by E, represents the average value a random variable would take over many repetitions of an experiment. For a continuous random variable X, E(X) is computed as the integral of X multiplied by its probability density function over its entire range.

In this specific case:

  • X is a random variable.
  • E(X) is the expected value of X and is given as 4.
  • E(X²) is the expected value of X^2 and is given as 20.

To find E((X-2)²), we need to expand and simplify the expression.

(a) Expand the expression:

(X-2)² = X² - 4X + 4

(b) Use the linearity of expectation:

E((X-2)²) = E(X² - 4X + 4)

(c) Apply the properties of expectation:

E(X² - 4X + 4) = E(X²) - E(4X) + E(4)

(d) Given that E(X²) = 20 and E(X) = 4:

E(X²) - E(4X) + E(4) = 20 - 4E(X) + 4

(e) Substitute the value of E(X) = 4:

20 - 4E(X) + 4 = 20 - 4(4) + 4

= 20 - 16 + 4

= 8

Therefore, E((X-2)²) = 8.

User Denis Kuzmin
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