Variance - Exercise set 2

This exercise set contains some solved exercises on the computation of the variance of absolutely continuous random variables. The theory needed to solve these exercises is introduced in the lecture entitled Variance.

Exercise 2.1

Let be an absolutely continuous random variable with support and probability density function:Compute its variance.

Solution

Exercise 2.2

Let be an absolutely continuous random variable with support and probability density function:Compute its variance.

Solution

Exercise 2.3

Read and try to understand how the variance of a Chi-square random variable is derived in the lecture entitled Chi-square distribution.