In: Statistics and Probability
Exercise: Variance of the uniform
Suppose that the random variable X takes values in the set {0,2,4,6,…,2n} (the even integers between 0 and 2n, inclusive), with each value having the same probability. What is the variance of X? Hint: Consider the random variable Y=X/2 and recall that the variance of a uniform random variable on the set {0,1,…,n} is equal to n(n+2)/12.
Var(X)=