The best definition for absolute value is It changes the sign of any number. It changes the sign of any number. It is the distan
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What I gather from the question is that has second moment
and variance
, and you're asked to find the expectation and variance of the random variable
.
From the given second moment and variance, we find the expectation of :
Expectation is linear, so
Using the same variance identity, we have
and
so that
Alternatively, we can use the identity
