Find the variance of the discrete random variable [tex]x[/tex] with the following probability mass function (PMF):

[tex]
P_x(x)=\left\{
\begin{array}{ll}
\frac{1}{3} & \text{if } x=0 \\
\frac{2}{3} & \text{if } x=2
\end{array}
\right.
[/tex]



Answer :

To find the variance of a discrete random variable [tex]\( X \)[/tex] with the given probability mass function (pmf), we need to follow these steps:

1. Determine the Mean (Expected Value) of [tex]\( X \)[/tex]:
The mean (expected value) [tex]\(\mu\)[/tex] of a discrete random variable [tex]\( X \)[/tex] is calculated using the formula:
[tex]\[ \mu = E[X] = \sum_{x} x \cdot P_X(x) \][/tex]
Here, the random variable [tex]\( X \)[/tex] can take on the values 0 and 2 with probabilities [tex]\(\frac{1}{3}\)[/tex] and [tex]\(\frac{2}{3}\)[/tex], respectively.

Therefore,
[tex]\[ \mu = 0 \cdot \frac{1}{3} + 2 \cdot \frac{2}{3} = 0 + \frac{4}{3} = \frac{4}{3} \][/tex]

2. Calculate the Variance of [tex]\( X \)[/tex]:
The variance [tex]\(\text{Var}(X)\)[/tex] is calculated using the formula:
[tex]\[ \text{Var}(X) = E[(X - \mu)^2] = \sum_{x} (x - \mu)^2 \cdot P_X(x) \][/tex]
Plugging in the values we have:

[tex]\[ \text{Var}(X) = (0 - \frac{4}{3})^2 \cdot \frac{1}{3} + (2 - \frac{4}{3})^2 \cdot \frac{2}{3} \][/tex]

Simplifying each term individually:

For [tex]\( x = 0 \)[/tex]:
[tex]\[ (0 - \frac{4}{3})^2 \cdot \frac{1}{3} = (-\frac{4}{3})^2 \cdot \frac{1}{3} = \frac{16}{9} \cdot \frac{1}{3} = \frac{16}{27} \][/tex]

For [tex]\( x = 2 \)[/tex]:
[tex]\[ (2 - \frac{4}{3})^2 \cdot \frac{2}{3} = (\frac{2}{3})^2 \cdot \frac{2}{3} = \frac{4}{9} \cdot \frac{2}{3} = \frac{8}{27} \][/tex]

Adding these terms together, we get:
[tex]\[ \text{Var}(X) = \frac{16}{27} + \frac{8}{27} = \frac{24}{27} = \frac{8}{9} \][/tex]

Therefore, the mean (expected value) of [tex]\( X \)[/tex] is [tex]\( \frac{4}{3} \)[/tex] and the variance of [tex]\( X \)[/tex] is [tex]\( \frac{8}{9} \)[/tex] or approximately [tex]\( 0.8888888888888888 \)[/tex].