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E definition of variance
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Easy


Can we have a random variable with $E[X]=3$ and $E[X^2]=8$? Give an example or prove that it is impossible.

Solution:

Start by writing the alternate definition of variance:

$$V[X] = E[X^2] - E[X]^2$$

Notice that we have very nearly all the pieces to write into this formula, since we possess information about $E[X]$ and $E[X^2]$.

And so, substituting in for these values, we have

$$V[X] = 8 - (3)^2 = -1$$

However, we know that we cannot have a negative variance. Thus, the given random variable cannot exist.