Posted by **ami** on Thursday, October 4, 2012 at 1:15pm.

Here is a simple way to create a random variable X that has mean μ and stan-

dard deviation σ: X takes only the two values μ−σ and μ+σ, eachwith probability

0.5. Use the definition of the mean and variance for discrete random

variables to show that X does have mean μ and standard deviation σ.

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