E(X) generalises the plain numerical average, weighting each value by its true probability rather than by n1; it need not be a value X can actually take, and is best read as the long-run average over many repetitions. Theorem 11.3 extends this to any function g(X): E(g(X))=∑xg(x)f(x) or ∫g(x)f(x)dx; taking g(X)=Xk gives the k-th momentE(Xk).
Variance (Definition 11.9): V(X)=E((X−E(X))2), with the far more usable computing form
V(X)=E(X2)−(E(X))2.
Standard deviation is σ=V(X); both are always ≥0. A smaller σ2 means values cluster tightly around the mean; a larger σ2 means they scatter more widely — even distributions sharing the same mean can differ sharply here.
Three linearity laws (for constants a,b): E(aX+b)=aE(X)+b (so E(aX)=aE(X) and E(b)=b); V(X)=E(X2)−(E(X))2 (restated); and V(aX+b)=a2V(X) (so V(aX)=a2V(X) and V(b)=0). These make quick work of a shifted/scaled random variable — e.g. a net "winning amount" that is a linear function of a raw count — without recomputing the distribution from scratch.
Worked technique. For a discrete X: tabulate x, f(x), xf(x), x2f(x); sum the last two columns to get E(X) and E(X2) directly, then apply V(X)=E(X2)−(E(X))2. For a continuous X: compute E(X)=∫xf(x)dx and E(X2)=∫x2f(x)dx over the support, then the same variance formula.
E(X+3)=E(X)+3=10⇒μ=7; expand E((X+3)2)=E(X2)+6E(X)+9=116 to get E(X2)=65, then σ2=E(X2)−μ2.
✓Final answer
μ=7,σ2=16.
Use linearity of expectation on E(X+3) to get μ directly, then expand E((X+3)2) into moments of X to get E(X2), and finish with σ2=E(X2)−μ2.
Step 1. Find μ=E(X).E(X+3)=E(X)+3=10⇒E(X)=7, so μ=7.
Step 2. Expand E((X+3)2).(X+3)2=X2+6X+9, so E((X+3)2)=E(X2)+6E(X)+9.
Step 3. Substitute the given value and solve for E(X2).E(X2)+6(7)+9=116⇒E(X2)+42+9=116⇒E(X2)=116−51=65.
Step 4. Compute the variance.σ2=E(X2)−μ2=65−72=65−49=16.
✓Final answer
μ=7 and σ2=16.
Linearity of E on a shifted variable, then σ2=E(X2)−μ2
Expanding (X+3)2 incorrectly as X2+9 (dropping the cross term 6X)
Using E(X+3) itself as μ instead of subtracting the 3
Same / Similar Concept — real previous-year questions on the same or a closely similar concept, not this exact question.
CBSE 2026Set ANNUAL1 markMCQ
Q.A rod of length 2l is broken into two pieces at random. The probability density function of the shorter of the two pieces is f(x)=⎩⎨⎧l100<x<ll≤x<2l. The mean and variance of the shorter of the two pieces are respectively :
(a) l,12l2
(b) 2l,3l2
(c) 2l,12l2
(d) 2l,6l2
›Reveal solutionSolution
Computes mean and variance of the given uniform-type density on (0,l) using E[X] and E[X2]−(E[X])2.