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Shankar is modeling a complicated random variable X that arises in the study of social
networks. His goal: To find var (X). Problem: He does not know enough details about the
distribution of X. Information he has access to: He can simulate two independent random
variables in the computer with the same distribution of X (call these X and X) and estimate (from
repeated samples) E[(XX)2]=20. Using the information above, compute var(X).

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Shankar is modeling a complicated random variable X that arises in th.pdf

  • 1. Shankar is modeling a complicated random variable X that arises in the study of social networks. His goal: To find var (X). Problem: He does not know enough details about the distribution of X. Information he has access to: He can simulate two independent random variables in the computer with the same distribution of X (call these X and X) and estimate (from repeated samples) E[(XX)2]=20. Using the information above, compute var(X).