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Math Help - how to get the variance of X^2

  1. #1
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    how to get the variance of X^2

    The expectation of X---E(X) and the variance of X---VAR(X) has been given, but no other more condition, can we solve the variance of X^2---VAR(X^2)? Thank you for your help!
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    Re: how to get the variance of X^2

    Quote Originally Posted by lyb66 View Post
    The expectation of X---E(X) and the variance of X---VAR(X) has been given, but no other more condition, can we solve the variance of X^2---VAR(X^2)? Thank you for your help!
    Var(X^2) = E(X^4) - (E(X^2))^2. The second term is easy to get, the first term cannot be got without further information.
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