In fact, if the variance is small, then the values of the
random variable are close to the mean Also random variables with different probability
distributions can have equal means, as shown in the following distributions of X and Y X
1
2
3
4
P(X)
1
8
2
8
3
8
2
8
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MATHEMATICS
Y
–1
0
4
5
6
P(Y)
1
8
2
8
3
8
1
8
1
8
Clearly
E(X) =
1
2
3
2
22
1
2
3
4
2 75
8
8
8
8
8
× + ×
+ × + ×
=
=
and
E(Y) =
1
2
3
1
1
22
1
0
4
5
6
2